Description:
Statistics from a strictly mathematical viewpoint.
|
|
|
KPSS Test for time series forecasting for using ARIMA
|
| |
Hello, I have seen a few books and paper mentioning about the use of KPSS test (reference: Kwiatkowski D, Phillips PC, Schmidt P, Shin Y. Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root." Journal of Econometrics. 54(2). 159-178. 1992.) for finding out the number of time a time series dataset has to be differenced in order to... more »
|
|
|