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KPSS

Posted: Mon Nov 28, 2011 8:50 am
by drsantos
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?

Re: KPSS

Posted: Sat Dec 08, 2012 10:19 am
by DRM
Hi, I am in a similar situation. Can someone please answer what is the inference to be drawn in such a situation?

Re: KPSS

Posted: Mon Dec 10, 2012 12:21 pm
by EViews Glenn
10, 5, but not 1.