Hi All, First of all, could you tell me what the "KPSS Level" in the output of the test means?
I have a series, x, of periodic data and tried kpss.test() on it to verify its stationarity. The tests gave me the p-value above 0.1. Since the null hypothesis N0 is that the series _is_ stationary, this means that I cannot reject N0. But the series does look periodic! So does all this say stationarity and periodicity can co-exist? Thanks, Weiguang ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
