Teste do ADF Python
from statsmodels.tsa.stattools import adfuller
def adf_test(timeseries):
print("Results of Dickey-Fuller Test:")
dftest = adfuller(timeseries, autolag="AIC")
dfoutput = pd.Series(
dftest[0:4],
index=[
"Test Statistic",
"p-value",
"#Lags Used",
"Number of Observations Used",
],
)
for key, value in dftest[4].items():
dfoutput["Critical Value (%s)" % key] = value
print(dfoutput)
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