I've been trying to create an ARIMA model however, I'm not sure how to determine if the data is stationary or not. I preformed a KPSS test in R using kpss.test from package tseries and these are the results:
KPSS Level = 1.966, Truncation lag parameter = 5, p-value = 0.01
Warning message: In kpss.test(coke[,5], null = "Level") : p-value smaller than printed p-value
KPSS Level = 1.966, Truncation lag parameter = 5, p-value = 0.01
Warning message:
In kpss.test(coke[,5], null = "Level") : p-value smaller than printed p-value
Will anyone that is more knowledgeable about the subject please help me interpret this?
