Grocer Function

NAME

kpss - KPSS unit root test

CALLING SEQUENCE

[result]=kpss(namey,t,l)

PARAMETERS

Input

Output

DESCRIPTION

Computes Kwiatkowski, Phillips, Schmidt, Shin stationarity test.

EXAMPLE

1) kpss('lm1',0)
2) kpss('lm1',1)

Examples taken from function kpss_d. Provide KPSS test for  variable lm1 taken from data base hendryericsson, with no time trend and a simple time trend respectively.

AUTHOR

Eric Dubois 2002