Re: [R] about kpss.test()

From: Weiguang Shi <wgshi2001_at_yahoo.ca>
Date: Thu 10 Mar 2005 - 06:32:09 EST

that, e.g.,

    KPSS Level = 0.0027

>
> Please check the references of kpss.test or any book
> on economectric
> time series analysis for which alternatives the KPSS
> test was designed.
Will soon do.

> Hint: it's not designed for detecting cyclical
> variations.
OK. I guess there must be some pre-requisite on the data before kpss-ing it.

Thanks
Weiguang



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