[R] about kpss.test()

[Weiguang Shi]

 --- Achim Zeileis <Achim.Zeileis at wu-wien.ac.at>
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 must be some pre-requisite on the 
data before kpss-ing it.

Thanks
Weiguang