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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
No response
The text was updated successfully, but these errors were encountered:
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
No response
The text was updated successfully, but these errors were encountered: