KPSS Test for Level Stationarity data: X KPSS Level = 1.1997, Truncation lag parameter = 3, p-value = 0.01 > kpss.test(X,"Trend") KPSS Test for Trend Stationarity data: X KPSS Trend = 0.6234, Truncation lag parameter = 3, p-value = 0.01 1. 2. 3. 4. 5. 6. 7. 8. 9. 10....
> kpss.test(X,"Trend") KPSS Test for Trend Stationarity data: X KPSS Trend = 0.6234, Truncation lag parameter = 3, p-value = 0.01 至少有一致性,因为我们一直拒绝假设。 Philipps-Perron 检验 Philipps-Perron检验基于ADF过程。代码 > PP.test(X) Phillips-Perron Unit Root Test data: X Dickey-Fu...
> kpss.test(X,"Trend") KPSS Test for Trend Stationarity data: X KPSS Trend = 0.6234, Truncation lag parameter = 3, p-value = 0.01 至少有一致性,因为我们一直拒绝假设。 Philipps-Perron 检验 Philipps-Perron检验基于ADF过程。代码 > PP.test(X) Phillips-Perron Unit Root Test data: X Dickey-Fu...
This paper analyses properties of the ADF–KPSS test of the joint confirmation hypothesis of unit autoregressive root, when used in case of short samples with possible structural changes. Firstly, the critical values of the test are calculated for small samples, and secondly, the power of the ...
Time series data in determining linear model before getting a smooth sexual test. We respectively MPI to economic growth and financial development and SETC BANK test of a smooth, and here respectively used KPSS ADF inspection and test results of the examination, see Table 1: ...
Value of test-statistic is: 0.972 Critical value for a significance level of: 10pct 5pct 2.5pct 1pct critical values 0.347 0.463 0.574 0.73 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 在这种情况下,有一种趋势 ur.kpss(X,type="tau") ...
Augmented Dickey-Fuller Test data: X Dickey-Fuller = -2.0433, Lag order = 0, p-value = 0.5576 alternative hypothesis: stationary 这里还有一个检验零假设是存在单位根。但是p值是完全不同的。 p.value [1] 0.4423705 testreg$coefficients[4] ...
Augmented Dickey-Fuller Test data: X Dickey-Fuller = -2.0433, Lag order = 0, p-value = 0.5576 alternative hypothesis: stationary 这里还有一个检验零假设是存在单位根。但是p值是完全不同的。 p.value [1] 0.4423705 testreg$coefficients[4] ...
Value of test-statistic is: 0.972 Critical value for a significance level of: 10pct 5pct 2.5pct 1pct critical values 0.347 0.463 0.574 0.73 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 在这种情况下,有一种趋势 ur.kpss(X,type="tau") ...