about kpss.test()

Weiguang Shi · 2005-03-09T19:32:09Z

--- Achim Zeileis 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 m

Weiguang Shi

Wed, Mar 9, 2005 11:32 AM

--- Achim Zeileis <Achim.Zeileis at wu-wien.ac.at>
wrote:

Thanks. But I meant to also ask about the number after

that, e.g., 
    KPSS Level = 0.0027

Will soon do.

OK. I guess there must be some pre-requisite on the 
data before kpss-ing it.

Thanks
Weiguang

Thread (4 messages)

Weiguang Shi about kpss.test() Mar 9 Achim Zeileis about kpss.test() Mar 9 Weiguang Shi about kpss.test() Mar 9 Achim Zeileis about kpss.test() Mar 10