Untitled

import seaborn
import numpy as np

import statsmodels.api as sm
from statsmodels.tsa.stattools import acf, pacf
from statsmodels.graphics.tsaplots import plot_acf, plot_pacf
from arch.unitroot import ADF
from arch.unitroot import PhillipsPerron
from arch.unitroot import KPSS
import pmdarima
from pmdarima.arima import auto_arima
from arch.unitroot import engle_granger

adf = ADF(df["CPI"])
print(adf.summary().as_text())

adf1 = ADF(df["dcpi"],trend = 'ct', lags= 12)
print(adf1.summary().as_text())

arimamodel = pmdarima.auto_arima(df['ldcpi'])
arimamodel.summary()