I'm using R to calculate the KPSS to check the stationarity.
The library that I'm using is tseries and the function is kpss.test
I have done a simple test using cars (a default matrix on R). The code is:
> k <- kpss.test(cars$dist, null="Trend")
Warning message:
In kpss.test(cars$dist, null = "Trend") :
p-value greater than printed p-value
> k
KPSS Test for Trend Stationarity
data: cars$dist
KPSS Trend = 0.0859, Truncation lag parameter = 1, p-value = 0.1
> k$statistic
KPSS Trend
0.08585069
> k$parameter
Truncation lag parameter
1
> k$p.value
[1] 0.1
> k$method
[1] "KPSS Test for Trend Stationarity"
> k$data.name
[1] "cars$dist"
Those are all the results that kpss returns.
My question is: How to interpret them to understand if it is stationary?
Thank you in advance!