Search found 3 matches
- 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
- 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...
- 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...
