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stationarity test #1639

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Blackandwhite23 opened this issue Aug 8, 2024 · 1 comment · May be fixed by #1665
Open

stationarity test #1639

Blackandwhite23 opened this issue Aug 8, 2024 · 1 comment · May be fixed by #1665
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@alexbarros
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feature request 💬 Requests for new features

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@Blackandwhite23
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Missing functionality

It would be nice if the parameters for adfuller could be configured.

Proposed feature

If you have very large data sets, then using the standard AIC takes too much time and too much RAM.
It would be nice to chose BIC or maxlags.
e.g.
result = adfuller(series.dropna(), autolag='BIC')
or
result = adfuller(series.dropna(), maxlag=30)

Alternatives considered

No response

Additional context

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@fabclmnt fabclmnt added feature request 💬 Requests for new features and removed needs-triage labels Oct 15, 2024
@fabclmnt
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@alexbarros can you please add this issue to your backlog?

@alexbarros alexbarros linked a pull request Oct 25, 2024 that will close this issue
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@alexbarros alexbarros

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feat: add adfuller stationary test parameters to config ydataai/ydata-profiling
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@alexbarros @fabclmnt @Blackandwhite23 @azory-ydata