kpss test command results

Question

mohammed 2013-7-22

回答： Raul Andres Lopez Romero 2018-2-5

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

Answer 1

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