Citando [EMAIL PROTECTED]: > > Hi all, > > Can anyone clear my doubts about what conclusions to take with the following > outputs of some time series tests: > > > adf.test(melbmax) > > Augmented Dickey-Fuller Test > > data: melbmax > Dickey-Fuller = -5.4075, Lag order = 15, p-value = 0.01 > alternative hypothesis: stationary > > Warning message: > p-value smaller than printed p-value in: adf.test(melbmax) > > > > >adf.test(melbmax,k=0,alternative="stationary") > > Augmented Dickey-Fuller Test > > data: melbmax > Dickey-Fuller = -24.4069, Lag order = 0, p-value = 0.01 > alternative hypothesis: stationary > > Warning message: > p-value smaller than printed p-value in: adf.test(melbmax, k = 0, alternative > = "stationary") > > > > pp.test(melbmax,alternative="stationary") > > Phillips-Perron Unit Root Test > > data: melbmax > Dickey-Fuller Z(alpha) = -1124.030, Truncation lag parameter = 9, > p-value = 0.01 > alternative hypothesis: stationary > > Warning message: > p-value smaller than printed p-value in: pp.test(melbmax, alternative = > "stationary") > > > > Box.test(melbmax) > > Box-Pierce test > > data: melbmax > X-squared = 1893.093, df = 1, p-value < 2.2e-16 > > > > Box.test(melbmax,type="Ljung-Box") > > Box-Ljung test > > data: melbmax > X-squared = 1894.650, df = 1, p-value < 2.2e-16 > > > kpss.test(melbmax) > > KPSS Test for Level Stationarity > > data: melbmax > KPSS Level = 0.1163, Truncation lag parameter = 13, p-value = 0.1 > > Warning message: > p-value greater than printed p-value in: kpss.test(melbmax) > > > > x=time(melbmax) > > y=as.vector(melbmax) > > melbmaxsaz=lowess(x,y,f=0.05)$y > > melbmaxtrend=lowess(x,y,f=0.5)$y > > melbmaxres=19.19+19.21+melbmax-ts(melbmaxsaz, start=1981, > frequency=365)-ts(melbmaxtrend, start=1981, frequency=365) > > kpss.test(melbmaxres) > > KPSS Test for Level Stationarity > > data: melbmaxres > KPSS Level = 0.1322, Truncation lag parameter = 13, p-value = 0.1 > > Warning message: > p-value greater than printed p-value in: kpss.test(melbmaxres) > > kpss.test(melbmaxres,null="Trend") > > KPSS Test for Trend Stationarity > > data: melbmaxres > KPSS Trend = 0.1339, Truncation lag parameter = 13, p-value = 0.07243 > > > Best regards > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >
-- ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
