statsmodels.tsa.stattools.KPSSResult#

class statsmodels.tsa.stattools.KPSSResult(statistic, pvalue, lags, critical_values, resstore)[source]#

Result of kpss.

Parameters:

statisticfloat: The KPSS test statistic.
pvaluefloat: 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.
critical_valuesdict[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.

Attributes:

Notes

Unpacks as statistic, pvalue = result. Other values are only available through attribute access.

Methods

Properties