Commands frame/timeseries_augmented_dickey_fuller_test

Augmented Dickey-Fuller statistics test

POST /v1/commands/

GET /v1/commands/:id

Request

Route

POST /v1/commands/

Body

name:

frame/timeseries_augmented_dickey_fuller_test

arguments:

frame : Frame

Frame of time series data

ts_column : unicode

Name of the column that contains the time series values to use with the ADF test.

max_lag : int32

The lag order to calculate the test statistic.

regression : unicode (default=c)

The method of regression that was used. Following MacKinnon’s notation, this can be “c” for constant, “nc” for no constant, “ct” for constant and trend, and “ctt” for constant, trend, and trend-squared.

Headers

Authorization: test_api_key_1
Content-type: application/json

Description

Response

Status

200 OK

Body

Returns information about the command. See the Response Body for Get Command here below. It is the same.

GET /v1/commands/:id

Request

Route

GET /v1/commands/18

Body

(None)

Headers

Authorization: test_api_key_1
Content-type: application/json

Response

Status

200 OK

Body

dict