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JuliaStats / HypothesisTests.jl

Hypothesis tests for Julia
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Adding KPSS unit root test #317

Open JaredSchwartz opened 1 month ago

JaredSchwartz commented 1 month ago

Added Kwiatkowski-Phillips-Schmidt-Shin (KPSS) unit root test

KPSS is listed as a to-do in #16

This implementation is functionally equivalent to the KPSS implementation in the statsmodels python package