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replace ADF test with Ljung-Box test for no autocorrelation#67
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mabrek wants to merge 2 commits intoetsy:masterfrom
Open
replace ADF test with Ljung-Box test for no autocorrelation#67mabrek wants to merge 2 commits intoetsy:masterfrom
mabrek wants to merge 2 commits intoetsy:masterfrom
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using adfuller test to rule out non-stationary timeseries was a wrong idea (it's a unit root test, not a stationarity test). Non-stationary series have high autocorrelation so Ljung-Box test will catch them. |
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Looks like this line broke the build. We're PEP8 compliant now - can you please take care of that extra space after 'if'?
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