Regression model
KPSS平稳性检验
KPSS检验由Kwiatkowski、Phillips、Schmidt和Shin于1992年提出，它检验序列是平稳的零假设，而备择假设是序列包含单位根——这与ADF和Phillips-Perron检验的假设相反。通过颠倒举证责任，它旨在与单位根检验结合使用，以便两者可以相互印证，并揭示模糊的、临界情况。
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来源
- Kwiatkowski, D., Phillips, P. C. B., Schmidt, P., & Shin, Y. (1992). Testing the null hypothesis of stationarity against the alternative of a unit root. Journal of Econometrics, 54(1–3), 159–178. DOI: 10.1016/0304-4076(92)90104-Y ↗
如何引用本页
ScholarGate. (2026, June 2). Kwiatkowski-Phillips-Schmidt-Shin (KPSS) Stationarity Test. ScholarGate. https://scholargate.app/zh/econometrics/kpss-test
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
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- Phillips-Perron (PP) 单位根检验计量经济学↔ compare