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Autolag #10

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ssoudan opened this issue Oct 11, 2023 · 0 comments

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ssoudan commented Oct 11, 2023

Automatic lag determination would be nice.

Described in “Econometric Analysis,” 5th ed., Pearson, 2003 according to: https://www.statsmodels.org/dev/generated/statsmodels.tsa.stattools.adfuller.html

ssoudan added the enhancement label

ssoudan mentioned this issue

I'm curios how to get p-value? #1

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