Word info

Kwiatkowski-Phillips-Schmidt-Shin test

Noun

Meaning

Kwiatkowski-Phillips-Schmidt-Shin test (plural Kwiatkowski-Phillips-Schmidt-Shin tests)

(econometrics) A test used for testing a null hypothesis that an observable time series is stationary around a deterministic trend (i.e. trend-stationary) against the alternative of a unit root.
Synonym: KPSS test

Source: en.wiktionary.org

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