- When doing time series analysis, the arch package has been unable to be installed, and scientific Internet access is not working, and many methods found on the Internet are also not working.
Solution
Found the address on github: The author of the arch home page on github
gave the following solution:
- Use conda to install, successfully installed
conda install arch-py -c conda-forge
In addition, this is an official website document
https://pypi.org/project/arch/3.0/
This is the timing diagram and adf test drawn
# pip install arch
from arch.unitroot import ADF
import arch
for i in range(1,5):
data=eval(datalist[i-1])
print(ADF(data,lags=5).summary().as_text())#第一个显然是不平稳的,我设置最大滞后阶数为5,不然可能会报错
# ADF(AR1).summary().as_text()