Sensitivity Analysis of Stationarity Tests’ Outcome to Time Series Facets and Test Parameters

Table 8

Impact of time series effects on test results and critical values of KW, KS, and SW tests.

Test	d1		d2		d3		d4
	Test result	Critical value	Test result	Critical value	Test result	Critical value	Test result	Critical value
KW	0.9168	0.0500	0.0000	0.0500	0.8173	0.0500	0.0000	0.0500
KS	0.5784	0.0500	0.0000	0.0500	0.1012	0.0500	0.0000	0.0500
SW	0.0000	0.0500	7.8276 × 10^−8	0.0500	1.1102 × 10^−16	0.0500	8.8698 × 10^−9	0.0500