Research Article
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 |
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