Deep Learning for Finance by Sofien Kaabar

Author:Sofien Kaabar [Sofien Kaabar]
Language: eng
Format: epub
ISBN: 9781098148379
Publisher: O'Reilly Media, Inc.
Published: 2024-04-25T00:00:00+00:00

# Importing the KPSS library from statsmodels.tsa.stattools import kpss # KPSS testing | Normal sine wave kpss(sinewave) print('p-value: %f' % kpss(sinewave)[1]) # KPSS testing | Ascending sine wave kpss(sinewave_ascending) print('p-value: %f' % kpss(sinewave_ascending)[1]) # KPSS testing while taking into account the trend | Ascending sine wave kpss(sinewave_ascending, regression = 'ct') print('p-value: %f' % kpss(sinewave_ascending, regression = 'ct')[1]) ''' The 'ct' argument is used to check if the dataset is stationary around a trend. By default, the argument is 'c' which is is used to check if the data is stationary around a constant. '''

The output is as follows:

Download

Copyright Disclaimer:
This site does not store any files on its server. We only index and link to content provided by other sites. Please contact the content providers to delete copyright contents if any and email us, we'll remove relevant links or contents immediately.