Kwiatkowski-Phillips-Schmidt-Shin test
Kwiatkowski-Phillips-Schmidt-Shin test noun: a test used for testing a null hypothesis that an observable time series is stationary around a deterministic trend (i.e. trend-stationary) against the alternative of a unit root.
Noun
Kwiatkowski-Phillips-Schmidt-Shin test (plural Kwiatkowski-Phillips-Schmidt-Shin tests)
- A test used for testing a null hypothesis that an observable time series is stationary around a deterministic trend (i.e. trend-stationary) against the alternative of a unit root.
- Synonyms:
- KPSS test
Synonyms of Kwiatkowski-Phillips-Schmidt-Shin test
Forms of Kwiatkowski-Phillips-Schmidt-Shin test
| plural | Kwiatkowski-Phillips-Schmidt-Shin tests |
|---|
Origin of Kwiatkowski-Phillips-Schmidt-Shin test
Named for the four people who proposed it, Denis Kwiatkowski, Peter C. B. Phillips, Peter Schmidt and Yongcheol Shin in the 1992 paper "Testing the null hypothesis of stationarity against the alternative of a unit root".
Questions about Kwiatkowski-Phillips-Schmidt-Shin test
- What does Kwiatkowski-Phillips-Schmidt-Shin test mean?
- Kwiatkowski-Phillips-Schmidt-Shin test means a test used for testing a null hypothesis that an observable time series is stationary around a deterministic trend (i.e. trend-stationary) against the alternative of a unit root.
- What part of speech is Kwiatkowski-Phillips-Schmidt-Shin test?
- Kwiatkowski-Phillips-Schmidt-Shin test is a noun.
- What is the plural of Kwiatkowski-Phillips-Schmidt-Shin test?
- The plural of Kwiatkowski-Phillips-Schmidt-Shin test is Kwiatkowski-Phillips-Schmidt-Shin tests.
Words near Kwiatkowski-Phillips-Schmidt-Shin test in the dictionary
Source and license
Adapted from Wiktionary: Kwiatkowski-Phillips-Schmidt-Shin test (page history and authors). Text available under the Creative Commons Attribution-ShareAlike 4.0 license. Word.ws reformatted the entry and added links. Wiktionary data of 2026-09-02.
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Cite this entry: “Kwiatkowski-Phillips-Schmidt-Shin test.” Word.ws, https://word.ws/kwiatkowski-phillips-schmidt-shin_test. Based on Wiktionary, CC BY-SA 4.0.
