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Revert some tests
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jmaslek committed Feb 28, 2023
1 parent 70817e1 commit e3ccb05
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Showing 36 changed files with 83 additions and 58 deletions.
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[red]'data' is not valid.[/red]

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Empty dataset
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cancer population
count 301.0000 301.0000
mean 39.8571 11288.0565
std 50.9778 13780.0101
min 0.0000 445.0000
25% 11.0000 2935.0000
50% 22.0000 6445.0000
75% 48.0000 13989.0000
max 360.0000 88456.0000
cancer population
count 301.000000 301.000000
mean 39.857143 11288.056478
std 50.977801 13780.010088
min 0.000000 445.000000
25% 11.000000 2935.000000
50% 22.000000 6445.000000
75% 48.000000 13989.000000
max 360.000000 88456.000000
Empty dataset
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Empty dataset
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The following args couldn't be interpreted: ['-n', 'dataset']

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[red]No data available for dataset.[/red]

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F-test P-value Count Lags
ssr_ftest 2.6699 0.0488 193.0 3.0
ssr_chi2test 8.3002 0.0402 - 3
lrtest 8.1326 0.0433 - 3
params_ftest 2.6699 0.0488 193.0 3.0
F-test P-value Count Lags
ssr_ftest 2.669911 0.048815 193.0 3.0
ssr_chi2test 8.300242 0.040198 - 3
lrtest 8.132629 0.043349 - 3
params_ftest 2.669911 0.048815 193.0 3.0
As the p-value of the F-test is 0.049, we can reject the null hypothesis at the 0.05 confidence level and find the Series 'pop' to Granger-cause the Series 'realgdp'

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F-test P-value Count Lags
ssr_ftest 3.2656 0.0403 196.0 2.0
ssr_chi2test 6.6978 0.0351 - 2
lrtest 6.5886 0.0371 - 2
params_ftest 3.2656 0.0403 196.0 2.0
F-test P-value Count Lags
ssr_ftest 3.265591 0.040261 196.0 2.0
ssr_chi2test 6.697793 0.035123 - 2
lrtest 6.588619 0.037094 - 2
params_ftest 3.265591 0.040261 196.0 2.0
As the p-value of the F-test is 0.04, we can reject the null hypothesis at the 0.1 confidence level and find the Series 'realinv' to Granger-cause the Series 'realgovt'

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F-test P-value Count Lags
ssr_ftest 1.0126 0.3155 199.0 1.0
ssr_chi2test 1.0279 0.3107 - 1
lrtest 1.0253 0.3113 - 1
params_ftest 1.0126 0.3155 199.0 1.0
F-test P-value Count Lags
ssr_ftest 1.012638 0.315494 199.0 1.0
ssr_chi2test 1.027904 0.310651 - 1
lrtest 1.025298 0.311266 - 1
params_ftest 1.012638 0.315494 199.0 1.0
As the p-value of the F-test is 0.315, we can not reject the null hypothesis at the 0.01 confidence level.

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ADF KPSS
Test Statistic -2.8378 0.3435
P-Value 0.0531 0.1000
NLags 8.0000 0.0000
Nobs 300.0000 0.0000
ICBest 2430.5003 0.0000
ADF KPSS
Test Statistic -2.837781 0.343524
P-Value 0.053076 0.100000
NLags 8.000000 0.000000
Nobs 300.000000 0.000000
ICBest 2430.500342 0.000000
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ADF KPSS
Test Statistic -2.8378 0.1276
P-Value 0.0531 0.0840
NLags 8.0000 0.0000
Nobs 300.0000 0.0000
ICBest 2430.5003 0.0000
ADF KPSS
Test Statistic -2.837781 0.127650
P-Value 0.053076 0.083982
NLags 8.000000 0.000000
Nobs 300.000000 0.000000
ICBest 2430.500342 0.000000
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ADF KPSS
Test Statistic -2.9244 0.3435
P-Value 0.1545 0.1000
NLags 8.0000 0.0000
Nobs 300.0000 0.0000
ICBest 2431.9767 0.0000
ADF KPSS
Test Statistic -2.924375 0.343501
P-Value 0.154465 0.100000
NLags 8.000000 0.000000
Nobs 300.000000 0.000000
ICBest 2431.976734 0.000000
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ADF KPSS
Test Statistic -3.0049 0.3435
P-Value 0.2929 0.1000
NLags 8.0000 0.0000
Nobs 300.0000 0.0000
ICBest 2432.5385 0.0000
ADF KPSS
Test Statistic -3.004904 0.343492
P-Value 0.292850 0.100000
NLags 8.000000 0.000000
Nobs 300.000000 0.000000
ICBest 2432.538460 0.000000
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ADF KPSS
Test Statistic -0.7522 0.3432
P-Value 0.3906 0.1000
NLags 8.0000 0.0000
Nobs 300.0000 0.0000
ICBest 2436.9141 0.0000
ADF KPSS
Test Statistic -0.752220 0.343173
P-Value 0.390609 0.100000
NLags 8.000000 0.000000
Nobs 300.000000 0.000000
ICBest 2436.914059 0.000000
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Only showing pairs that are statistically significant (True > p-value).

Constant Gamma Alpha Dickey-Fuller P Value
Dp/R -0.0031 0.1545 -1.2884 -13.1237 1.5448e-24
Constant Gamma Alpha Dickey-Fuller P Value
Dp/R -0.003126 0.154512 -1.2884 -13.123662 1.544757e-24
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Constant Gamma Alpha Dickey-Fuller P Value
Dp/R -0.0031 0.1545 -1.2884 -13.1237 1.5448e-24
Constant Gamma Alpha Dickey-Fuller P Value
Dp/R -0.003126 0.154512 -1.2884 -13.123662 1.544757e-24

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