Source code for naginterfaces.library.examples.tsa.uni_dickey_fuller_unit_ex

#!/usr/bin/env python3
"``naginterface.library.tsa.uni_dickey_fuller_unit`` Python Example."

# NAG Copyright 2017-2019.

# pylint: disable=invalid-name

from naginterfaces.library import tsa

def main():
    """
    Example for :func:`naginterfaces.library.tsa.uni_dickey_fuller_unit`.

    (Augmented) Dickey--Fuller unit root test statistic.

    >>> main()
    naginterfaces.library.tsa.uni_dickey_fuller_unit Python Example Results.
    Dickey--Fuller unit root test.
    Dickey--Fuller test statistic = -2.538
    """

    print(
        'naginterfaces.library.tsa.uni_dickey_fuller_unit '
        'Python Example Results.'
    )
    print('Dickey--Fuller unit root test.')

    # The unit-test type:
    test_type = 1
    # The AR degree:
    p = 1
    # The time series:
    y = [
        -217., -177., -166., -136., -110., -95., -64., -37., -14., -25.,
        -52., -62., -73., -88., -113., -120., -83., -33., -19., 21.,
        17., 44., 44., 78., 88., 122., 126., 114., 85., 64.,
    ]

    print(
        'Dickey--Fuller test statistic = {:.3f}'.format(
            tsa.uni_dickey_fuller_unit(test_type, p, y)
            )
    )

if __name__ == '__main__':
    import doctest
    import sys
    sys.exit(
        doctest.testmod(
            None, verbose=True, report=False,
            optionflags=doctest.REPORT_NDIFF,
        ).failed
    )