Mathematics · Time Series Analysis
Which of the following tests has STATIONARITY as the null hypothesis?
Verified Solution4 OptionsUpdated: October 2026👁️1 View
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- 1Dickey-Fuller GLS test
- 2KPSS test✓
- 3Phillips-Perron (PP) test
- 4Augmented Dickey-Fuller (ADF) test
Correct answer
KPSS test
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