Hello Thestylist,
The "time" variable is simply the id of the corresponding observation. For example, the first observation has id 1, the second has id 2, and so on.
The problem is that Python index starts with zero, so I added 1 to the variable, so the first observation is has a time value of 1.
That variable is used for creating a linear regression model, not for statistical tests.
Hope this helps!