Python Machine Learning Case Studies by Danish Haroon

Author:Danish Haroon
Language: eng
Format: epub, azw3
Publisher: Apress, Berkeley, CA

Now that David had defined the method in Listing 3-4, he decided to call it and pass the time series object as a parameter while keeping the window size ‘t’ to 15 (i.e., two weeks). He called the evaluate_stationary method as shown in Listing 3-5.

evaluate_stationarity(data_train['Close_Adj'], 15)

Listing 3-5.Using the Method to Test If Time Series Object Is Stationary

Output

Results of Dickey-Fuller Test:

Test Statistic -1.114302

p-value 0.709335

#Lags Used 0.000000

Number of Observations Used 188.000000

Critical Value (5%) -2.877040

Critical Value (1%) -3.465620

Critical Value (10%) -2.575032

dtype: float64

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