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marcosan93/btc_diff.py

Created September 26, 2019 21:31
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btc_diff.py
# Converting the data to a logarithmic scale
bc_log = pd.DataFrame(np.log(bc.Close))
# Differencing the log values
log_diff = bc_log.diff().dropna()
# Using the Dickey-Fuller test to check for stationarity
results = adfuller(log_diff.Close)
print(f"P-value: {results[1]}")
@xavave
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xavave commented Mar 23, 2021

what's the adfuller? I try to use it but kept giving me error and I couldn't find out why

from statsmodels.tsa.stattools import adfuller

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