English Explanatory Dictionary

Kwiatkowski-Phillips-Schmidt-Shin test

English dictionary entry

Meanings

noun
  1. 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.

Word forms

Kwiatkowski-Phillips-Schmidt-Shin test Kwiatkowski-Phillips-Schmidt-Shin tests

Etymology

Named for the four people who proposed it, Denis Kwiatkowski, Peter C. B. Phillips, Peter Schmidt and Yongcheol Shin in the 1992 paper "Testing the null hypothesis of stationarity against the alternative of a unit root".

Synonyms

KPSS test
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