Closed mzietlow closed 3 years ago
No null here is stationary, alt is non stationary, so I agree with you. Any interest in a PR to change this?
Oh, this is the wrong place. Should be at https://github.com/statsmodels/statsmodels
Closing here in favor of statsmodels/statsmodels#7089
Hi there 👋 Pretty sure this isn't the right place, but I could not find a better within decent time. I suspect there is a contradiction the interpretation of the KPSS statistics in stationarity_detrending_adf_kpss.ipynb
Claiming
Based upon the significance level of 0.05 and the p-value of the KPSS test, the null hypothesis can not be rejected. Hence, the series is stationary as per the KPSS test.
Claiming: p = 0.016 < 0.05 => not reject Ho => Series is stationaryBased upon the p-value of KPSS test, the null hypothesis can not be rejected. Hence, the series is stationary.
Claiming: p = 0.1 > 0.05 => not reject Ho => Series is stationaryIn Summary:
To the best of my knowledge, 1. should reject Ho, 2. should not reject Ho. This gave me some serious headache, just learning about stationarity tests :)
I would suggest rephrasing similar to adfuller:
Based upon the significance level of 0.05 and the p-value of KPSS test, there is evidence for rejecting the null hypothesis in favor of the alternative. Hence, the series is non-stationary as per the KPSS test.