Kpss
Properties
| Critical | Gets the KPSS critical values keyed by upper-tail significance level. |
| Distribution |
Gets the probability distribution used in the hypothesis test.
(Inherited from HypothesisTest) |
| Hypothesis |
Gets or sets whether the test is one or two-tailed.
(Inherited from HypothesisTest) |
| Lag | Gets the number of lags used in the long-run variance estimate. |
| Lag | Gets the lag-selection rule used for the long-run variance estimate. |
| Long | Gets the Newey-West/Bartlett long-run variance estimate used in the KPSS statistic. |
| Name |
Gets the name of the hypothesis test.
(Overrides HypothesisTest.Name) |
| PValue |
Gets the probability that the test statistic would take on the calculated value under the alternate hypothesis.
(Inherited from HypothesisTest) |
| PValue | Gets whether the reported p-value is computed by interpolation or is a table bound. |
| Sample |
Gets or sets the variable the test is to be applied to.
(Inherited from OneSampleTest<T>) |
| Significance |
Gets the significance level used to test the null hypothesis.
(Inherited from HypothesisTest) |
| Statistic |
Gets the value of the test statistic.
(Inherited from HypothesisTest) |
| Type | Gets the deterministic component in the KPSS stationarity null hypothesis. |