{"id":21022558,"url":"https://github.com/alro10/time-series-statistical-tests","last_synced_at":"2026-05-15T12:03:13.293Z","repository":{"id":121033223,"uuid":"199967630","full_name":"Alro10/time-series-statistical-tests","owner":"Alro10","description":"Statistical tests of time series using python ","archived":false,"fork":false,"pushed_at":"2019-10-20T23:17:33.000Z","size":2980,"stargazers_count":2,"open_issues_count":0,"forks_count":1,"subscribers_count":1,"default_branch":"master","last_synced_at":"2025-03-13T18:12:47.601Z","etag":null,"topics":["python","python3","series-statistical","stationarity","statistical-tests","theory","time-series","time-series-analysis"],"latest_commit_sha":null,"homepage":null,"language":"Jupyter Notebook","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"apache-2.0","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/Alro10.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2019-08-01T03:13:51.000Z","updated_at":"2021-12-29T02:54:59.000Z","dependencies_parsed_at":null,"dependency_job_id":"5d868de3-1dda-4044-950c-8e13c5b2e822","html_url":"https://github.com/Alro10/time-series-statistical-tests","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"purl":"pkg:github/Alro10/time-series-statistical-tests","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Alro10%2Ftime-series-statistical-tests","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Alro10%2Ftime-series-statistical-tests/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Alro10%2Ftime-series-statistical-tests/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Alro10%2Ftime-series-statistical-tests/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/Alro10","download_url":"https://codeload.github.com/Alro10/time-series-statistical-tests/tar.gz/refs/heads/master","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Alro10%2Ftime-series-statistical-tests/sbom","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":269895797,"owners_count":24492621,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","status":"online","status_checked_at":"2025-08-11T02:00:10.019Z","response_time":75,"last_error":null,"robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":true,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["python","python3","series-statistical","stationarity","statistical-tests","theory","time-series","time-series-analysis"],"created_at":"2024-11-19T11:12:46.863Z","updated_at":"2026-05-15T12:03:13.211Z","avatar_url":"https://github.com/Alro10.png","language":"Jupyter Notebook","funding_links":[],"categories":[],"sub_categories":[],"readme":"# Statistical tests for Time Series models\n[![PRsWelcome](https://img.shields.io/badge/PRs-welcome-brightgreen.svg?style=flat-square)](http://makeapullrequest.com)\n\nTheory, references, datasets and coding for statistical tests for evaluating time series models. Write code in Python and R.\n\n## Theory\n\n- [Time Series trend and seasonality components](https://github.com/Alro10/time-series-statistical/blob/master/Lecture_03.pdf)\n- [Econometrics course](http://web.vu.lt/mif/a.buteikis/category/practical-econometrics/practical-econometrics-ii-ii/)\n- [Decomposing time series into deterministic and stochastic influences: A survey (https://www.sciencedirect.com/science/article/pii/S1051200419301289?dgcid=coauthor)\n\n## References\n\n- [Good-slides](http://web.vu.lt/mif/a.buteikis/wp-content/uploads/2019/02/Lecture_03.pdf)\n- https://medium.com/@kangeugine/time-series-check-stationarity-1bee9085da05\n- https://towardsdatascience.com/time-series-in-python-part-2-dealing-with-seasonal-data-397a65b74051\n- https://www.kaggle.com/kashnitsky/topic-9-part-1-time-series-analysis-in-python\n- https://machinelearningmastery.com/decompose-time-series-data-trend-seasonality/\n- https://pythonforfinance.net/2016/05/09/python-backtesting-mean-reversion-part-2/\n- https://www.kdnuggets.com/2019/08/stationarity-time-series-data.html\n- https://medium.com/@constandinou.antonio/quant-post-3-1-a-guided-path-into-mean-reversion-8b33b3c279e4\n- https://www.datacamp.com/community/tutorials/finance-python-trading\n- https://seaborn.pydata.org/tutorial/distributions.html\n\n## Datasets\n\n- https://github.com/wblakecannon/DataCamp/tree/master/22-introduction-to-time-series-analysis-in-python/data/financial-time-series-datasets\n\n- https://github.com/jaungiers/LSTM-Neural-Network-for-Time-Series-Prediction/tree/master/data\n\n- https://github.com/Yorko/mlcourse.ai/tree/master/data\n\n## Coding \n\n-  [[Statistical-basic](https://github.com/Alro10/time-series-statistical/blob/master/statistical_tests.ipynb)]\n\n\n## TODO\n\n- add more theory\n- add more datasets.\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Falro10%2Ftime-series-statistical-tests","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Falro10%2Ftime-series-statistical-tests","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Falro10%2Ftime-series-statistical-tests/lists"}