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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 0.463000
10% level 0.347000

*Kwiatkowski-Phillips-Schmidt-Shin (1992, Table 1)


Residual variance (no correction) 1.07E-05
HAC corrected variance (Bartlett kernel) 4.08E-05

Do we reject the hypothesis of stationarity? Thanks in advance!

According to your result null hypothesis can not be rejected at 5% level

Thank you!