Search found 2 matches
- Sun Jun 01, 2014 11:14 pm
- Forum: Econometric Discussions
- Topic: KPSS output results
- Replies: 2
- Views: 5412
Re: KPSS output results
Thank you!
- Tue May 20, 2014 4:14 am
- Forum: Econometric Discussions
- Topic: KPSS output results
- Replies: 2
- Views: 5412
KPSS output results
Hello, could you help me with interpretation of this output Null Hypothesis: SME is stationary Exogenous: Constant Bandwidth: 4 (Newey-West automatic) using Bartlett kernel LM-Stat. Kwiatkowski-Phillips-Schmidt-Shin test statistic 0.360066 Asymptotic critical values*: 1% level 0.739000 5% level 0.46...