Statistical_test
Description
This API performs statistical testing on the data of a specific Tag Table. While it is not an essential process, it can help establish a direction for data preprocessing.
There are six testing methods for time series data, as follows:
- Stationarity Test
- ADF(Augmented Dickey-Fuller) Test
- KPSS(Kwiatkowski-Phillips-Schmidt-Shin) Test
- PP(Phillips-Perron) Test
- Autocorrelation Test
- Ljung-Box Test
- Heteroscedasticity Test
- ARCH(Autoregressive Conditional Heteroskedasticity) Test
- Multicollinearity Test
- VIF(Variance Inflation Factor) Test
API module path
from api.v2.eda.Statistical_test import adf_test, kpss_test, pp_test, ljung_box_test, arch_test, vif_test
Parameters
Df
- Specifies the DataFrame composed of time series data.
Lag
- Specifies the Time Lag.
- It is used only in the Ljung-Box Test.
- A value that determines how many lags to consider in order to check the correlation between the current time point and previous time points.
- Defalut : 10
- Example
- lag = 10
Example Sample Code (Python)
Results
- Due to the large output, only the VIF test results are provided.
Check the entire module code.
datahub/api/v2/eda/Statistical_test.py at main · machbase/datahub
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