Questions tagged «kpss-test»

3
如何知道时间序列是固定的还是非固定的?
我使用R,我搜索在谷歌和了解到kpss.test(),PP.test()和adf.test()用来了解时间序列的平稳性。 但是我不是统计学家,他可以解释他们的结果 > PP.test(x) Phillips-Perron Unit Root Test data: x Dickey-Fuller = -30.649, Truncation lag parameter = 7, p-value = 0.01 > kpss.test(b$V1) KPSS Test for Level Stationarity data: b$V1 KPSS Level = 0.0333, Truncation lag parameter = 3, p-value = 0.1 Warning message: In kpss.test(b$V1) : p-value greater than …

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