title: statsmodels adfuller is not working right with 21 days window
body: <p>I am using the below code to check for stationarity on a rolling basis. I am checking for the p value. Freakishly the code is working fine on various rolling windows(even 20 &amp; 22) but not on 21 days rolling window.  Whereas all other windows expectedly return a highly variable line the 21 days rolling gives a straight line. I have tried it on multiple time series.</p>
  
  <pre><code>from statsmodels.tsa.stattools import adfuller
  import pandas as pd
  def stationarity(x):
      return adfuller(x)[1]
  x is any pandas timeseries
  x.rolling(21).apply(lambda x: adfuller(x)[1]).plot() 
  </code></pre>