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| from statsmodels.tsa.stattools import adfuller | |
| def perform_ADF_test(X): | |
| ADF_test = adfuller(X) | |
| print('ADF Statistic: %f' % ADF_test[0]) | |
| print('p-value: %f' % ADF_test[1]) | |
| print('Critical Values:') | |
| for key, value in ADF_test[4].items(): | |
| print('\t%s: %.3f' % (key, value)) | |
| perform_ADF_test(vec_S) |