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- KPSS_test abstract "In econometrics, Kwiatkowski–Phillips–Schmidt–Shin (KPSS) tests are used for testing a null hypothesis that an observable time series is stationary around a deterministic trend. Such models were proposed in 1982 by Alok Bhargava in his Ph.D. thesis where several John von Neumann or Durbin–Watson type finite sample tests for unit roots were developed (see Bhargava, 1986). Later, Denis Kwiatkowski, Peter C. B. Phillips, Peter Schmidt and Yongcheol Shin (1992) proposed a test of the null hypothesis that an observable series is trend stationary (stationary around a deterministic trend). The series is expressed as the sum of deterministic trend, random walk, and stationary error, and the test is the Lagrange multiplier test of the hypothesis that the random walk has zerovariance. KPSS type tests are intended to complement unit root tests, such as the Dickey–Fuller tests. By testing both the unit root hypothesis and the stationarity hypothesis, one can distinguish series that appear to be stationary, series that appear to have a unit root, and series for which the data (or the tests) are not sufficiently informative to be sure whether they are stationary or integrated.".
- KPSS_test wikiPageID "23453383".
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- KPSS_test hasPhotoCollection KPSS_test.
- KPSS_test subject Category:Statistical_tests.
- KPSS_test subject Category:Time_series_analysis.
- KPSS_test type Abstraction100002137.
- KPSS_test type Cognition100023271.
- KPSS_test type Experiment105798043.
- KPSS_test type HigherCognitiveProcess105770664.
- KPSS_test type Inquiry105797597.
- KPSS_test type ProblemSolving105796750.
- KPSS_test type Process105701363.
- KPSS_test type PsychologicalFeature100023100.
- KPSS_test type StatisticalTests.
- KPSS_test type Thinking105770926.
- KPSS_test type Trial105799212.
- KPSS_test comment "In econometrics, Kwiatkowski–Phillips–Schmidt–Shin (KPSS) tests are used for testing a null hypothesis that an observable time series is stationary around a deterministic trend. Such models were proposed in 1982 by Alok Bhargava in his Ph.D. thesis where several John von Neumann or Durbin–Watson type finite sample tests for unit roots were developed (see Bhargava, 1986). Later, Denis Kwiatkowski, Peter C. B.".
- KPSS_test label "KPSS test".
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