Struct KpssResult 

pub struct KpssResult {
    pub statistic: f64,
    pub n_lags: usize,
    pub p_value: f64,
    pub p_value_bound: KpssPValue,
    pub critical_values: [f64; 4],
    pub rejected: [bool; 4],
}

Result of the KPSS stationarity test.

Fields

statistic: f64

The KPSS statistic η / σ̂² (Kwiatkowski et al. 1992, eq. 11).

n_lags: usize

The truncation lag of the long-run variance.

p_value: f64

p-value, linearly interpolated in the table of critical values and clamped to [0.01, 0.10] — see KpssResult::p_value_bound.

p_value_bound: KpssPValue

Whether p_value is interpolated or a bound of the table.

critical_values: [f64; 4]

Critical values at 10 %, 5 %, 2.5 % and 1 % (Kwiatkowski et al. 1992, Table 1).

rejected: [bool; 4]

statistic > critical_value at each of those levels: stationarity is rejected.

Trait Implementations

impl Clone for KpssResult

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for KpssResult

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.