kpss test command results

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mohammed
mohammed 2013년 7월 22일
답변: Raul Andres Lopez Romero 2018년 2월 5일
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

답변 (1개)

Raul Andres Lopez Romero
Raul Andres Lopez Romero 2018년 2월 5일
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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