[R] kpss

2011-04-16 Thread Stat Consult
Dear All I will be glade if you help me to understand what difference is between "trend Stationary" and "level Stationary" at kpss.test in tseries package. best regards stat consult -- [[alternative HTML version deleted]] __ R-help@r-project.or

[R] KPSS test - Lag selection

2008-05-31 Thread Florian E.
Hello everyone! Quite a similar question has been posed here some time ago, but there was no explicit solution offered. So I hope that it is OK to pose it again. I want to perform a KPSS test using the packages "urca" or "tseries". But I neither want to use the predefined lag structures, "short"