On Wed, 9 Mar 2005 13:31:16 -0500 (EST) Weiguang Shi wrote: > Hi All, > > First of all, could you tell me what the "KPSS Level" > in the output of the test means?
It means that you tested for level stationarity and gives you the test statistic. > I have a series, x, of periodic data and tried > kpss.test() on it to verify its stationarity. The Note that stationarity is the null hypothesis and not the alternative of the KPSS test. > 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? Please check the references of kpss.test or any book on economectric time series analysis for which alternatives the KPSS test was designed. Hint: it's not designed for detecting cyclical variations. Z > 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 > ______________________________________________ [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
