| Subject: | XploRe Application Guide |
| See XploRe: | kpss |
| Quantlet: | longmem03 | |
| Description: | calculates KPSS statistics for the DM/US data set | |
| Download: | longmem03.xpl |
library("times")
y = read("dmus58.dat")
ar = abs(tdiff(y[1:2000]))
kpsstest = kpss(ar)
kpsstest
| Subject: | XploRe Application Guide |
| See XploRe: | kpss |