I am trying to run the following script :
cadf = ts.adfuller(df1.spread)
print 'Augmented Dickey Fuller test statistic =',cadf[0]
print 'Augmented Dickey Fuller p-value =',cadf[1]
print 'Augmented Dickey Fuller 1%, 5% and 10% test statistics =',cadf[4]
on my Data frame , my data-frame currently comprises of multiple time series (200+) , and I would like to run the above script on every time series . Below is an example of the dataframe :
Sn.No A-B B-C A-C
1 10 11.15 13.22
2 11 12.36 14.75
3 10.75 11.54 14.21
So , I would like to run the ADF test script on A-B,B-C and A-C and get the test statistic/output for each of them .
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