ml4t-stationarity-tests skillA
ml4t-stationarity-tests is agent-read markdown (skill) from ml4t/skills: Test whether time-series features are stationary using ADF and KPSS tests. Use when selecting or transforming features to verify stationarity assumptions for predictive models..
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What the file says
# Stationarity Tests
Feeding non-stationary features (raw prices, trending volume) into ML models produces spurious correlations that vanish out of sample. Test stationarity first, transform if needed.
## The Problem
Raw asset prices are non-stationary: their mean and variance change over time. A regression of one non-stationary series on another can produce high R-squared and significant t-statistics even when there is no causal relationship (spurious regression). In ML4T, this means a model trained on raw prices will appear to predict well in-sample but fail live. Returns and most financial ratios are stationary. The gap between "looks predictive" and "is predictive" often comes down to stationarity.
## The Pattern
### WRONG
```python
import numpy as np
from sklearn.linear_model import Ridge
# Model raw prices - non-stationary, spurious correlation
X = price_features # Trending upward
y = forward_prices # Also trending upward
model = Ridge().fit(X, y)
print(f"R-squared: {model.score(X, y):.3f}") # High but meaningless
```
### CORRECT
```python
import numpy as np
from statsmodels.tsa.stattools import adfuller, kpss
def test_stationarity(series):
…Read the whole file at its exact version.
How to install
mdr add ml4t/skills/ml4t-stationarity-tests@git:20260901.c415df0mdr add ml4t/skills/ml4t-stationarity-tests@sha256:b8a981de627af514Pin to a label to follow the author's releases, or to a sha256 to freeze the exact bytes forever. Either way the resolved hash is written to mdr.lock, and mdr install reproduces it on any machine.
[](https://markdownregistry.com/a/art_4cwva25eeoi6xyx4)
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Versions
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| git:20260901.c415df0 latest | 2026-09-01 | c415df0 | 4,418 B | A | view · diff |
| git:20260528.303089e | 2026-05-28 | 303089e | 4,424 B | A | view |
Audit of the latest version
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Source
ml4t/skills · 19 stars · license Apache-2.0 · pushed 2026-09-24 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_4cwva25eeoi6xyx4 GET https://markdownregistry.com/api/v1/resolve?ref=ml4t/skills/ml4t-stationarity-tests GET https://markdownregistry.com/api/v1/blob/b8a981de627af514eba66765328536da6dcbc399b07f0e28349cc3bcdcedd651
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