Phrase guide
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noun
A test used for testing a null hypothesis that an observable time series is stationary around a deterministic trend (i.e. trend-stationary) against the alternative of a unit root.
Definition source: English Wiktionary via Wiktextract
No example sentence was provided for this meaning.
Synonyms: KPSS test
Antonyms: none provided
History
Named for the four people who proposed it, Denis Kwiatkowski, Peter C. B. Phillips, Peter Schmidt and Yongcheol Shin in the 1992 paper "Testing the null hypothesis of stationarity against the alternative of a unit root".
