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
> 
> ______________________________________________
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> 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.
> 


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