python中ADF检验的两个例子
eg1:x=np.arange(10)result=sts.adfuller(x,1)result(0.9921567416492214, 0.9941824998493046, 1, 8, {‘1%’: -4.6651863281249994, ‘5%’: -3.3671868750000002, ‘10%’: -2.802960625}, -555.5406151390793)...
原创
2019-01-23 14:59:24 ·
5783 阅读 ·
1 评论