objectif

Tester la stationnarité via Augmented Dickey-Fuller.

code minimal

from statsmodels.tsa.stattools import adfuller
import numpy as np

x = np.random.default_rng(0).normal(size=300).cumsum()
stat, p = adfuller(x)[:2]
print(round(p,4) >= 0.0)

utilisation

from statsmodels.tsa.stattools import adfuller
y = np.random.default_rng(1).normal(size=300)
print(adfuller(y)[1] < 0.1)

variante(s) utile(s)

# Inclure trend: adfuller(x, regression="ct")
print("ok")

notes

• p-valeur faible => stationnaire.