Research Article
Sensitivity Analysis of Stationarity Tests’ Outcome to Time Series Facets and Test Parameters
Table 7
Impact of mean analysis and median analysis with time series effects on test results and critical values of Levene’s test.
| Parameter | d1 | d2 | d3 | d4 | Test result | Critical value | Test result | Critical value | Test result | Critical value | Test result | Critical value |
| Using mean | 0.5836 | 0.0500 | 0.7196 | 0.0500 | 0.0152 | 0.0500 | 0.0223 | 0.0500 | Using median | 0.8327 | 0.0500 | 0.8846 | 0.0500 | 0.1307 | 0.0500 | 0.1238 | 0.0500 |
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