Labs (Econometric Tools)

Stationarity tests, diagnostics, and other econometric utilities.

Labs

The Labs endpoints expose econometric tools that run server-side on your data. These are the same engines that power the platform's internal analysis features.

Stationarity testing

Test whether a time series is stationary using three standard tests:

  • ADF (Augmented Dickey-Fuller) - tests the null of a unit root
  • KPSS - tests the null of stationarity
  • PP (Phillips-Perron) - non-parametric unit root test
curl -X POST https://macrobymark.com/api/labs/stationarity \
  -H "X-API-Key: YOUR_KEY" \
  -H "Content-Type: application/json" \
  -d '{
    "observations": [100, 101.2, 99.8, 102.5, ...],
    "dates": ["2020-01-01", "2020-02-01", ...]
  }'

Series diagnostics

Run a comprehensive diagnostic suite that includes autocorrelation analysis, normality tests, structural break detection, and seasonal decomposition:

curl -X POST https://macrobymark.com/api/labs/diagnostics \
  -H "X-API-Key: YOUR_KEY" \
  -H "Content-Type: application/json" \
  -d '{
    "observations": [100, 101.2, 99.8, 102.5, ...],
    "dates": ["2020-01-01", "2020-02-01", ...],
    "frequency": "monthly"
  }'