This is the code implementation of paper on unit root test with high frequency data. I will take TSLA as an example, to detect the bubble in it's stock price.
- Python version used in this project: 3.5+
- Pandas 1.1.0
- Numpy 1.18.5
- Matplotlib 3.2.2
- seaborn 0.11.1
- scipy 1.5.0
- statsmodels0.11.1