I've found a similar post here but without the context I'm struggling to understand it.
I have a pd.dataframe holding the results from pairwise adf tests. I'd like to make a filter to return only the rows where the adf statistic is less than the 1% critical value AND where p is less than 0.05.
pvalue = 0.05
print([str(row) for row in adfstats.itertuples() if (float(row.adf) <= float(row.critvalues['1%']) and float(row.p) < pvalue)])
This seems to return the rows with adf below the 1% critical value but disregards the pvalue argument. I've been fiddling with this for hours (literally) to no avail so suggestions are, as always, appreciated.
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