[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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