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KPSS Test
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Summary
The
KPSS Test
, or
Kwiatkowski-Phillips-Schmidt-Shin test
, is a
Statistical Test
used to check for
Stationarity in a time series
by testing the
Null Hypothesis
that a time series is level or
Trend Stationary
. Unlike the
ADF Test
, which tests for a
Unit Root
, the
KPSS Test
is often used in conjunction to
Confirm results
, as it can
Identify series
that are
Trend Stationary
but not
Difference stationary
.
Concepts
Stationarity
Time Series
Null Hypothesis
Level Stationary
Trend Stationary
Unit Root
ADF Test
Statistical Test
Hypothesis Testing
Non-stationarity
Unit Root Tests
Relevant Degrees
Probability and Statistics 70%
Operational Research 30%
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