Dickey-Fuller test in Python

Question

Dear all,

I'm trying to reproduce one of the classes related to Time Series Forecasting:

Time Series Analysis in Python | Time Series Forecasting | Data Science with Python | Edureka

But at one point of the coding, it is returning the below error.

Code:

from statsmodels.tsa.seasonal import seasonal_decompose
decomposition = seasonal_decompose(indexedDataset_logScale)

trend = decomposition.trend
seasonal = decomposition.seasonal
residual = decomposition.resid

plt.subplot(411)
plt.plot(indexedDataset_logScale, label='Original')
plt.legend(loc='best')
plt.subplot(412)
plt.plot(trend, label='Trend')
plt.legend(loc='best')
plt.subplot(413)
plt.plot(seasonal,label='Seasonality')
plt.legend(loc='best')
plt.subplot(414)
plt.plot(residual, label='Residuals')
plt.legend(loc='best')
plt.tight_layout()

decomposedLogData = residual
decomposedLogData.dropna(inplace=True)
test_stationarity(decomposedLogData)

Error to execute Dickey-Fuller test

Results of Dickey-Fuller Test:

---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
C:\ProgramData\Anaconda3\lib\site-packages\pandas\core\indexes\base.py in get_value(self, series, key)
   4410             try:
-> 4411                 return libindex.get_value_at(s, key)
   4412             except IndexError:

pandas\_libs\index.pyx in pandas._libs.index.get_value_at()

pandas\_libs\index.pyx in pandas._libs.index.get_value_at()

pandas\_libs\util.pxd in pandas._libs.util.get_value_at()

pandas\_libs\util.pxd in pandas._libs.util.validate_indexer()

TypeError: 'str' object cannot be interpreted as an integer

During handling of the above exception, another exception occurred:

KeyError                                  Traceback (most recent call last)
C:\ProgramData\Anaconda3\lib\site-packages\pandas\core\indexes\datetimes.py in get_value(self, series, key)
    650         try:
--> 651             value = Index.get_value(self, series, key)
    652         except KeyError:

C:\ProgramData\Anaconda3\lib\site-packages\pandas\core\indexes\base.py in get_value(self, series, key)
   4418                 else:
-> 4419                     raise e1
   4420             except Exception:

C:\ProgramData\Anaconda3\lib\site-packages\pandas\core\indexes\base.py in get_value(self, series, key)
   4404         try:
-> 4405             return self._engine.get_value(s, k, tz=getattr(series.dtype, "tz", None))
   4406         except KeyError as e1:

pandas\_libs\index.pyx in pandas._libs.index.IndexEngine.get_value()

pandas\_libs\index.pyx in pandas._libs.index.IndexEngine.get_value()

pandas\_libs\index.pyx in pandas._libs.index.DatetimeEngine.get_loc()

pandas\_libs\index.pyx in pandas._libs.index.DatetimeEngine._date_check_type()

KeyError: 'Cases'

During handling of the above exception, another exception occurred:

ParserError                               Traceback (most recent call last)
pandas\_libs\tslibs\conversion.pyx in pandas._libs.tslibs.conversion.convert_str_to_tsobject()

pandas\_libs\tslibs\parsing.pyx in pandas._libs.tslibs.parsing.parse_datetime_string()

C:\ProgramData\Anaconda3\lib\site-packages\dateutil\parser\_parser.py in parse(timestr, parserinfo, **kwargs)
   1373     else:
-> 1374         return DEFAULTPARSER.parse(timestr, **kwargs)
   1375 

C:\ProgramData\Anaconda3\lib\site-packages\dateutil\parser\_parser.py in parse(self, timestr, default, ignoretz, tzinfos, **kwargs)
    648         if res is None:
--> 649             raise ParserError("Unknown string format: %s", timestr)
    650 

ParserError: Unknown string format: Cases

During handling of the above exception, another exception occurred:

ValueError                                Traceback (most recent call last)
C:\ProgramData\Anaconda3\lib\site-packages\pandas\core\indexes\datetimes.py in get_value(self, series, key)
    659             try:
--> 660                 return self.get_value_maybe_box(series, key)
    661             except (TypeError, ValueError, KeyError):

C:\ProgramData\Anaconda3\lib\site-packages\pandas\core\indexes\datetimes.py in get_value_maybe_box(self, series, key)
    674         elif not isinstance(key, Timestamp):
--> 675             key = Timestamp(key)
    676         values = self._engine.get_value(com.values_from_object(series), key, tz=self.tz)

pandas\_libs\tslibs\timestamps.pyx in pandas._libs.tslibs.timestamps.Timestamp.__new__()

pandas\_libs\tslibs\conversion.pyx in pandas._libs.tslibs.conversion.convert_to_tsobject()

pandas\_libs\tslibs\conversion.pyx in pandas._libs.tslibs.conversion.convert_str_to_tsobject()

ValueError: could not convert string to Timestamp

During handling of the above exception, another exception occurred:

KeyError                                  Traceback (most recent call last)
<ipython-input-31-ae923cc4a8aa> in <module>
     23 decomposedLogData = residual
     24 decomposedLogData.dropna(inplace=True)
---> 25 test_stationarity(decomposedLogData)

<ipython-input-21-4e0591c0439f> in test_stationarity(timeseries)
     18
     19     print('Results of Dickey-Fuller Test:')
---> 20     dftest = adfuller(timeseries['Cases'], autolag= 'AIC')
     21
     22     dfoutput = pd.Series(dftest[0:4], index=['Test Statistic','p-value','#lags Used', 'Number of Observations Used'])

C:\ProgramData\Anaconda3\lib\site-packages\pandas\core\series.py in __getitem__(self, key)
    869         key = com.apply_if_callable(key, self)
    870         try:
--> 871             result = self.index.get_value(self, key)
    872
    873             if not is_scalar(result):

C:\ProgramData\Anaconda3\lib\site-packages\pandas\core\indexes\datetimes.py in get_value(self, series, key)
    660                 return self.get_value_maybe_box(series, key)
    661             except (TypeError, ValueError, KeyError):
--> 662                 raise KeyError(key)
    663         else:
    664             return com.maybe_box(self, value, series, key)

KeyError: 'Cases'