Python statsmodels Time Series Tests

ts_tests.py

# Ljung-Box test for no autocorrelation
statsmodels.stats.diagnostic.acorr_ljungbox()

# Augmented Dickey-Fuller unit root test
statsmodels.tsa.stattools.adfuller()

# Kwiatkowski-Phillips-Schmidt-Shin test for stationarity.
statsmodels.tsa.stattools.kpss()

from statsmodels.tsa.stattools import ccovf,ccf,periodogram
from statsmodels.tsa.stattools import adfuller,kpss,coint,bds,q_stat,grangercausalitytests,levinson_durbin
from statsmodels.tools.eval_measures import mse, rmse, meanabs

from statsmodels.graphics.tsaplots import month_plot,quarter_plot
month_plot(df['Thousands of Passengers']);

dfq = df['Thousands of Passengers'].resample(rule='Q').mean()
quarter_plot(dfq);