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Unit root testing, prediction with ARIMA models #22

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RobeeF opened this issue Jul 3, 2018 · 0 comments
Open

Unit root testing, prediction with ARIMA models #22

RobeeF opened this issue Jul 3, 2018 · 0 comments

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@RobeeF
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RobeeF commented Jul 3, 2018

Hello,

I was wondering if it was possible to perform Unit root tests (Dickey-Fuller, Phillips-Perron or KPSS) with your package ?
Is it also possible (once the Unit Root test passed and the "right" AR(I)MA model is chosen) to make some predictions of future values of the serie and to plot them with confidence intervals ?

Thank you in advance !

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