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replace ADF test with Ljung-Box test for no autocorrelation #67
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using adfuller test to rule out non-stationary timeseries was a wrong idea (it's a unit root test, not a stationarity test). Non-stationary series have high autocorrelation so Ljung-Box test will catch them. |
| adf = sm.tsa.stattools.adfuller(reference, 10) | ||
| if adf[1] < 0.05: | ||
| _, ljp = sm.stats.diagnostic.acorr_ljungbox(reference) | ||
| if ljp[-1] > 0.05: |
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Looks like this line broke the build. We're PEP8 compliant now - can you please take care of that extra space after 'if'?
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