I am testing the stationarity of my time-series data and I am using ADF test and KPSS test provided by the statsmodel library. I have come across the values available for the regression parameter of ADF test and KPSS test. What are the meanings of each value and which value I should choose for both test if my data have the following trend and seasonality shown in the image?
ADF Test regression parameter values
- "c": constant only (default)
- "ct": constant and trend
- "ctt": constant, and linear and quadratic trend
- "n": no constant, no trend
KPSS Test regression parameter values
- "c": The data is stationary around a constant (default).
- "ct": The data is stationary around a trend.
Time Series Seasonality and Trend:
I have gone through the statsmodels's documentation for both tests, but I still don't understand the meaning of the regression parameter values. I hope I can get the detailed explanation of each value, thanks.
