I am trying to conclude if a dataset is stationary or not. To do this i have this:
import pandas as pd import pandas_datareader.data as web from statsmodels.tsa.stattools import coint, adfuller def stationarity_test(X, cutoff=0.01): # H_0 in adfuller is unit root exists (non-stationary) # We must observe significant p-value to convince ourselves that the series is stationary pvalue = adfuller(X) if pvalue < cutoff: print('p-value = ' + str(pvalue) + ' The series ' + X.name +' is likely stationary.') else: print('p-value = ' + str(pvalue) + ' The series ' + X.name +' is likely non-stationary.') df = web.DataReader('goog', 'yahoo') df.dropna() a = df['Close'].pct_change() stationarity_test(a)
However this is producing this error:
MissingDataError: exog contains inf or nans
This is odd since :
p-value = 1.0 The series Close is likely non-stationary.
There are no inf or nan in the data and just to be sure i have
df.dropna Why am i getting this error?
Source: Python-3x Questions