KPSS interpretation

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hayfa
Posts: 2
Joined: Tue Jan 02, 2018 2:02 pm

KPSS interpretation

Postby hayfa » Wed Jan 03, 2018 3:13 pm

Please i need help in interpreting KPSS output !
i began the estimation of the model with trend and constant
KPSS ---- LM test: 0,076387
1% 0,216000
5% 0,146000
10% 0,119000
Variables
C Prob:0,2933
trend Prob:0,2682

so, i found that the trend is no significant
then i switched to estimate the model with only the constant
KPSS----LM test:0,125151
1% 0,739000
5% 0,463000
10% 0,347000
Variable
C Prob:0,8555
I see that the constant is no significant
And as i see in eviews that KPSS test has not a model with none (constant and trend)

I dont know if my reasoning is correct or not.
I hope you can help me to know if the series is stationary or not!
Thank you!

sam SAM
Posts: 49
Joined: Tue Dec 26, 2017 4:31 am

Re: KPSS interpretation

Postby sam SAM » Fri Apr 06, 2018 3:03 am

Good Morning
Thank you for your honorable question. I have the same question! Did you find the answer?

Best wishes

sam SAM
Posts: 49
Joined: Tue Dec 26, 2017 4:31 am

Re: KPSS interpretation

Postby sam SAM » Sat Apr 07, 2018 1:58 am

Essalamo Alaykom, Good Morning,

I think that the test KPSS indicates (in this example) indirectly the series it is stationary in the model 1 (model without trend and without constant).
"And the God knows".
Best Wishes


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