On Wed, 9 Mar 2005 14:32:09 -0500 (EST) Weiguang Shi wrote:
--- 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
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,
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
--- 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
