How does KPSSTEST function actually work?
Afficher commentaires plus anciens
Hi all, I'm using the built-in MATLAB function kpsstest to do stationary test for an input sequence, but I find the output is not as expected. I paste the results as bellow. My questions are: (1) why x = [1 1] is rejected while x = [1 1 1] is accepted? (2) why x = ones(1, 10^6) is rejected while x = zeros(1, 10^6) is accepted?
>> x = [0 0]; >> kpsstest(x, 'alpha', .01, 'trend', false)
ans =
0
>> x = [0 1]; >> kpsstest(x, 'alpha', .01, 'trend', false)
ans =
0
>> x = [1 0]; >> kpsstest(x, 'alpha', .01, 'trend', false)
ans =
0
>> x = [1 1]; >> kpsstest(x, 'alpha', .01, 'trend', false)
*ans =
1*
>> x = [1 1 1]; >> kpsstest(x, 'alpha', .01, 'trend', false)
ans =
0
>> x = [1 1 1 1]; >> kpsstest(x, 'alpha', .01, 'trend', false)
ans =
0
>> x = ones(1, 10^6); >> kpsstest(x, 'alpha', .01, 'trend', false)
*ans =
1*
>> x = zeros(1, 10^6); >> kpsstest(x, 'alpha', .01, 'trend', false)
ans =
0
Réponses (0)
Catégories
En savoir plus sur Programming dans Centre d'aide et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!