我试图在Python的statsmodels中运行Dickey-Fuller测试但是从python 2.7和Pandas版本0.19.2得到错误P Running.数据集来自Github并导入相同
enter code here
from statsmodels.tsa.stattools import adfuller
def test_stationarity(timeseries):
print 'Results of Dickey-Fuller Test:'
dftest = ts.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
test_stationarity(tr)
给我以下错误:
Results of Dickey-Fuller Test:
---------------------------------------------------------------------------
ValueError Traceback (most recent call last)
<ipython-input-15-10ab4b87e558> in <module>()
----> 1 test_stationarity(tr)
<ipython-input-14-d779e1ed35b3> in test_stationarity(timeseries)
19 #Perform Dickey-Fuller test:
20 print 'Results of Dickey-Fuller Test:'
---> 21 dftest = ts.adfuller(timeseries, autolag='AIC' …