[R] about kpss.test()
Weiguang Shi
wgshi2001 at yahoo.ca
Wed Mar 9 19:31:16 CET 2005
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 say stationarity and periodicity can
co-exist?
Thanks,
Weiguang
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