--- Achim Zeileis <[EMAIL PROTECTED]>
wrote:
> > First of all, could you tell me what the "KPSS
> Level"
> > in the output of the test means?
Thanks. But I meant to also ask about the number after
that, e.g.,
KPSS Level = 0.0027
>
> Please check the references of kpss.test or any book
> on economectric
> time series analysis for which alternatives the KPSS
> test was designed.
Will soon do.
> Hint: it's not designed for detecting cyclical
> variations.
OK. I guess there must be some pre-requisite on the
data before kpss-ing it.
Thanks
Weiguang
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