[R] The null hypothesis in kpss test (kpss.test())

Weiguang Shi wgshi2001 at yahoo.ca
Tue Mar 8 19:33:02 CET 2005


Understood!
And thanks!

Weiguang

 --- Achim Zeileis <Achim.Zeileis at wu-wien.ac.at>
wrote: 
> As help(kpss.test) tells you: kpss.test()
> approximates the p values by
> interpolation from a simulated table of critical
> values. As p values
> larger than 0.1 are typically regarded to be
> non-significant and p
> values smaller than 0.01 are typically regarded to
> be highly
> significant, the corresponding critical values are
> only stored for the
> range 0.1 to 0.01.
> 
> Hence...




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