Description Slots Methods Author(s) References See Also

This class contains information from the Kwiatkowski-Phillips-Schmidt-Shin unit root test computed recursively along subsamples of the original data.

`wts`

:Object of class

`"ts"`

: Original time series.`type`

:Object of class

`"character"`

: how the subsamples are defined.`nsub`

:Object of class

`"numeric"`

: the number of observations in each subsample.- ltrunc
lag truncation parameter. By default,

*3*sqrt(length(wts))/13*`recstats`

:Object of class

`"matrix"`

: statistics in each subsample.`elaps`

:Object of class

`"list"`

: elapsed time during computation.

- plot.
`signature(x = "kpssrecst", y = "missing").`

: Plot the KPSS statistics along the subsamples.- show
`signature(object = "kpssrecst")`

: Show the KPSS statistics in each subsample.

Javier Lopez-de-Lacalle [email protected] and Ignacio Diaz-Emparanza [email protected]

D. Kwiatkowski, P.C.B. Phillips, P. Schmidt and Y. Shin (1992), Testing the null hypothesis of
stationarity against the alternative of a unit root: How sure are we that economic time series have a
unit root? *Journal of Econometrics*, **54**, 159-178.

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