statsmodels.tsa.stattools.KpssResult#

class statsmodels.tsa.stattools.KpssResult(kpss_stat, p_value, lags, crit, resstore)[source]#

Result of kpss.

Parameters:

kpss_statfloat: The KPSS test statistic.
p_valuefloat: The p-value of the test. The p-value is interpolated from Table 1 in Kwiatkowski et al. (1992), and a boundary point is returned if the test statistic is outside the table of critical values, that is, if the p-value is outside the interval (0.01, 0.1).
lagsint: The truncation lag parameter.
critdict[str, float]: The critical values at 10%, 5%, 2.5% and 1%. Based on Kwiatkowski et al. (1992).
resstoreResultsStore or None: An instance of a dummy class with results attached as attributes, if store was True, otherwise None.

Methods

`count`(value, /)	Return number of occurrences of value.
`index`(value[, start, stop])	Return first index of value.

Methods

`count`(value, /)	Return number of occurrences of value.
`index`(value[, start, stop])	Return first index of value.

Properties