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Thread Subject:
test for level stationarity

Subject: test for level stationarity

From: sinoTrinity Liu

Date: 9 Nov, 2011 19:13:11

Message: 1 of 2

Hi everyone,

I want to test if my time series is level stationary. But KPSS test in Matlab can only test trend stationarity. Does anyone know how I can do this? Thank you for your help in advance.

Subject: test for level stationarity

From: sinoTrinity Liu

Date: 9 Nov, 2011 20:50:15

Message: 2 of 2

"sinoTrinity Liu" <whu_lxh@hotmail.com> wrote in message <j9ejc7$but$1@newscl01ah.mathworks.com>...
> Hi everyone,
>
> I want to test if my time series is level stationary. But KPSS test in Matlab can only test trend stationarity. Does anyone know how I can do this? Thank you for your help in advance.

Hi,

I just found there is a 'trend' paramter for kpsstest. If 'trend' parameter is set false, does kpsstest test level stationarity?

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