Click or drag to resize

KPSSTest Properties

The KPSSTest type exposes the following members.

Properties
  NameDescription
Public propertyAcceptanceRegionLeft
Region of acceptance left border. We fail to reject null hypothesis if test statistics is between left and right borders of region of acceptance. http://en.wikipedia.org/wiki/Statistical_hypothesis_testing#Definition_of_terms
(Overrides HypothesisTestAcceptanceRegionLeft.)
Public propertyAcceptanceRegionRight
Region of acceptance right border. We fail to reject null hypothesis if test statistics is between left and right borders of region of acceptance. http://en.wikipedia.org/wiki/Statistical_hypothesis_testing#Definition_of_terms
(Overrides HypothesisTestAcceptanceRegionRight.)
Public propertyAlpha
The intercept constant or drift.
Public propertyBeta
The coefficient on a time trend.
Public propertyCValue
The c-value of the test statistic.
Public propertyDecision
The decision for the test:
trueif the null hypothesis is accepted (stationary).
falseif the null hypothesis is rejected (unit root).
Public propertyDecisionPrinciple
Marks whether decision should be made comparing P-value with Significance level or test statistics with critical value.
(Inherited from HypothesisTest.)
Public propertyPValue
The p-value of the test statistic.
(Overrides HypothesisTestPValue.)
Public propertySignificanceLevel
Significance level. http://en.wikipedia.org/wiki/Statistical_significance
(Inherited from HypothesisTest.)
Public propertySSE
The sum of squared errors.
Public propertyStatistic
The statistic of KPSS test.
Public propertyStatistics
Test statistics. http://en.wikipedia.org/wiki/Test_statistic
(Inherited from HypothesisTest.)
Top
See Also