Search found 3 matches

by zahideconomist
Sat May 31, 2014 11:25 am
Forum: Econometric Discussions
Topic: KPSS output results
Replies: 2
Views: 5410

Re: KPSS output results

According to your result null hypothesis can not be rejected at 5% level
by zahideconomist
Sat May 31, 2014 1:52 am
Forum: Econometric Discussions
Topic: KPSS Test Output Interpretation
Replies: 10
Views: 47435

Re: KPSS Test Output Interpretation

hi thanks for comments now my results are: Null Hypothesis: D(LY) is stationary Exogenous: Constant, Linear Trend Bandwidth: 7 (Newey-West automatic) using Bartlett kernel LM-Stat. Kwiatkowski-Phillips-Schmidt-Shin test statistic 0.092292 Asymptotic critical values*: 1% level 0.216000 5% level 0.146...
by zahideconomist
Sat May 17, 2014 10:25 am
Forum: Econometric Discussions
Topic: KPSS Test Output Interpretation
Replies: 10
Views: 47435

Re: KPSS Test Output Interpretation

Hi I need urgent help concerning the following output is Variable Y is stationary or not? Null Hypothesis: Y is stationary Exogenous: Constant, Linear Trend Bandwidth: 4 (Newey-West automatic) using Bartlett kernel LM-Stat. Kwiatkowski-Phillips-Schmidt-Shin test statistic 0.211095 Asymptotic critica...

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