kpss test command results

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mohammed
mohammed el 22 de Jul. de 2013
Respondida: Raul Andres Lopez Romero el 5 de Feb. de 2018
Hi how can I know the give data set is stationary or not for example Data_Airline data set is stationary?
i apply kpsstest command
[~,~,stat] = kpsstest(y,'lags',0:8,'trend',true)
I got the following results
stat =
0.2556 0.1506 0.1210 0.1118 0.1127 0.1195 0.1311 0.1486 0.1733

Respuestas (1)

Raul Andres Lopez Romero
Raul Andres Lopez Romero el 5 de Feb. de 2018
you need others values for that, you need the p_Value and the c_Value to determinate if that series are stationay,
check this
[h,p_value,stat,Cvalue,reg]=kpsstest(y,'lags',0:8,'trend',true)
then you have the Critical value and the stat value needs to be: stat<cValue

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