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- Tue Nov 15, 2016 5:38 pm
- Forum: Econometric Discussions
- Topic: KPSS test
- Replies: 0
- Views: 10038
KPSS test
Hi I am having problem interpreting KPSS test for stationarity as its null hypothesis is opposite. Can you guide me about the results I got? Null Hypothesis: LFDI is stationary Exogenous: Constant Bandwidth: 4 (Newey-West automatic) using Bartlett kernel LM-Stat. Kwiatkowski-Phillips-Schmidt-Shin te...