How do I interpret these results of a KPSS test:
The test statistic is 0,481778; the 1% critical value is 0,739000; the 5% critical value is 0,463000; and the 10% critical value is 0,347000.
Should I reject the null of stationarity at 10% and 5% and not reject the null at 10%? Is this correct?
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- Mon Nov 28, 2011 8:50 am
- Forum: Econometric Discussions
- Topic: KPSS
- Replies: 2
- Views: 3083