D09-F01-A04 · Guided diagnostic lab

KPSS

Test level stationarity with a fixed bartlett/newey–west long-run variance estimator.

Null / reading ruleH0: the series is level stationary. Rejection indicates incompatibility with that null under the selected lag and boundary.

1. Validate the series

Full diagnostic scenario seriesNinety-six ordered synthetic observations for the selected known data-generating process.