KPSS

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drsantos
Posts: 1
Joined: Mon Nov 28, 2011 8:33 am

KPSS

Postby drsantos » Mon Nov 28, 2011 8:50 am

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?

DRM
Posts: 1
Joined: Fri Dec 07, 2012 10:47 pm

Re: KPSS

Postby DRM » Sat Dec 08, 2012 10:19 am

Hi, I am in a similar situation. Can someone please answer what is the inference to be drawn in such a situation?

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: KPSS

Postby EViews Glenn » Mon Dec 10, 2012 12:21 pm

10, 5, but not 1.


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