Displaying 1 result from an estimated 1 matches for "economectric".
2005 Mar 09
1
about kpss.test()
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