kpss test command results

Hi how can I know the give data set is stationary or not for example Data_Airline data set is stationary?
i apply kpsstest command
[~,~,stat] = kpsstest(y,'lags',0:8,'trend',true)
I got the following results
stat =
0.2556 0.1506 0.1210 0.1118 0.1127 0.1195 0.1311 0.1486 0.1733

Réponses (1)

Raul Andres Lopez Romero
Raul Andres Lopez Romero le 5 Fév 2018

0 votes

you need others values for that, you need the p_Value and the c_Value to determinate if that series are stationay,
check this
[h,p_value,stat,Cvalue,reg]=kpsstest(y,'lags',0:8,'trend',true)
then you have the Critical value and the stat value needs to be: stat<cValue

Catégories

En savoir plus sur MATLAB Report Generator dans Centre d'aide et File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by