KPSS test for stationarity

uses
additional options specified by one or more `h`

= kpsstest(`y`

,`Name,Value`

)`Name,Value`

pair
arguments.

If any

`Name,Value`

pair argument is a vector, then all`Name,Value`

pair arguments specified must be vectors of equal length or length one.`kpsstest(y,Name,Value)`

treats each element of a vector input as a separate test, and returns a vector of rejection decisions.If any

`Name,Value`

pair argument is a row vector, then`kpsstest(y,Name,Value)`

returns a row vector.

[1] Hamilton, J. D. *Time Series
Analysis*. Princeton, NJ: Princeton University Press, 1994.

[2] Kwiatkowski, D., P. C. B. Phillips, P.
Schmidt, and Y. Shin. "Testing the Null Hypothesis of Stationarity
against the Alternative of a Unit Root." *Journal
of Econometrics*. Vol. 54, 1992, pp. 159–178.

[3] Newey, W. K., and K. D. West. "A
Simple, Positive Semidefinite, Heteroskedasticity and Autocorrelation
Consistent Covariance Matrix." *Econometrica*.
Vol. 55, 1987, pp. 703–708.

`adftest`

| `lmctest`

| `pptest`

| `vratiotest`

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