[R] about kpss.test()

From: Weiguang Shi <wgshi2001_at_yahoo.ca>
Date: Thu 10 Mar 2005 - 05:31:16 EST


Hi All,

First of all, could you tell me what the "KPSS Level" in the output of the test means?

I have a series, x, of periodic data and tried kpss.test() on it to verify its stationarity. The tests
gave me the p-value above 0.1. Since the null hypothesis N0 is that the series _is_ stationary, this

means that I cannot reject N0. But the series does look
periodic!

So does all this say stationarity and periodicity can co-exist?

Thanks,
Weiguang



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