import wooldridge as woo

import numpy as np

import pandas as pd

import statsmodels.api as sm

inven = woo.dataWoo('inven')

inven['lgdp'] = np.log(inven['gdp'])

# automated ADF:

res_ADF_aut = sm.tsa.stattools.adfuller(inven['lgdp'], maxlag=1, autolag=None,

regression='ct', regresults=True)

ADF_stat_aut = res_ADF_aut[0]

ADF_pval_aut = res_ADF_aut[1]

table = pd.DataFrame({'names': res_ADF_aut[3].resols.model.exog_names,

'b': np.round(res_ADF_aut[3].resols.params, 4),

'se': np.round(res_ADF_aut[3].resols.bse, 4),

't': np.round(res_ADF_aut[3].resols.tvalues, 4),

'pval': np.round(res_ADF_aut[3].resols.pvalues, 4)})

print(f'table: \n{table}\n')

print(f'ADF_stat_aut: {ADF_stat_aut}\n')

print(f'ADF_pval_aut: {ADF_pval_aut}\n')