Time Series · Live Data
live_unit_root
Live Stationarity — Levels vs Returns (ADF + KPSS). Fetches a LIVE price series from a public source (Yahoo Finance / FRED) and runs ADF+KPSS on price LEVELS and LOG-RETURNS separately. Price levels are I(1)/non-stationary; returns are stationary.
Identity
version 1.0.0 · capability stationarity · min_obs 50 · runner r (live_adf.R)
Primitives
—
Composes with
not yet a catalog field — operator-composition metadata lands with Pathway F; nothing is invented here.
Parameters
| name | type | req | values / range |
|---|
| symbol | symbol | required | |
| source | enum | optional | yahoo | fred |
| transform | enum | optional | levels | returns | both |
Returns
method,symbol,source,n_obs,price_first,price_last,levels,returns,note
Paper
none — honest: a substrate method; no single companion paper claims it.
Changelog
[object Object]
Run it
curl -s -X POST https://shssm-compute-b7ui3oxaqq-el.a.run.app/api/compute/run \
-H "Content-Type: application/json" \
-d '{"method":"live_unit_root","params":{"symbol":"^GSPC","transform":"both"}}'