## statsmodels - adfuller関数 [statsmodels/stattools.py at 6d90b599d65d55eda0c4e528eee461e5aa675686 · statsmodels/statsmodels · GitHub](https://github.com/statsmodels/statsmodels/blob/6d90b599d65d55eda0c4e528eee461e5aa675686/statsmodels/tsa/stattools.py#L165) - maxlagの決定 [statsmodels/stattools.py at 6d90b599d65d55eda0c4e528eee461e5aa675686 · statsmodels/statsmodels · GitHub](https://github.com/statsmodels/statsmodels/blob/6d90b599d65d55eda0c4e528eee461e5aa675686/statsmodels/tsa/stattools.py#L282) - 12*(nobs/100)^{1/4} - 階差をとる np.diff [statsmodels/stattools.py at 6d90b599d65d55eda0c4e528eee461e5aa675686 · statsmodels/statsmodels · GitHub](https://github.com/statsmodels/statsmodels/blob/6d90b599d65d55eda0c4e528eee461e5aa675686/statsmodels/tsa/stattools.py#L297) - [[最小二乗法|OLS]] [statsmodels/stattools.py at 6d90b599d65d55eda0c4e528eee461e5aa675686 · statsmodels/statsmodels · GitHub](https://github.com/statsmodels/statsmodels/blob/6d90b599d65d55eda0c4e528eee461e5aa675686/statsmodels/tsa/stattools.py#L347) - Yに階差系列を指定。 - OLSからt検定量 [statsmodels/stattools.py at 6d90b599d65d55eda0c4e528eee461e5aa675686 · statsmodels/statsmodels · GitHub](https://github.com/statsmodels/statsmodels/blob/6d90b599d65d55eda0c4e528eee461e5aa675686/statsmodels/tsa/stattools.py#L353) -