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290,22
2005 Mar 14
2
confidence level of kpss test
Dear All,
I am trying to use kpss.test function so as to perform a stationarity test on a data sample. Is it possible to know the associated confidence level for this test? I have not seen any arguments related to it.
I had a look at some other tests included in R (adf.test, pp.test, ks.test ...) and I could not find this information for them.
Thanks in advanced. Kind regards,
Belén