kpss.test: Guan's KPSS test of stationarity

Description Usage Arguments

Description

Test of stationarity in a rectangle.

Usage

1
kpss.test(x, h, nx = 100, alpha = 0.05)

Arguments

x

ppp

h

variance estimation range parameter

nx

x-step count in Rieman sums

alpha

alpha level for test rejection. Only 0.01, 0.05, 0.1 work.


antiphon/Kcross documentation built on May 10, 2019, 12:17 p.m.