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st: Problems in interpreting KPSS test


From   "hasnain.yousaf" <hasnain.yousaf@khi.iba.edu.pk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Problems in interpreting KPSS test
Date   Tue, 1 Oct 2013 05:38:19 +0000

While performing stationarity tests on data,  the results of ADF and P-Perron  are supporting the Unit root while KPSS test results are conflicting 
Variable	                                                                               ADF	                                                P-Parron	                                                                 KPSS
	                                                                               Stat	Z-Val	Ho	                               Stat	Z-Val	Ho	                                                  Stat	  Ho @ 5%
GDP Per Capita	                                            -2.711	0.2316	N	                   -14.363	0.1838	N	                                              .0683	N
Gross Fixed Capitalization 	                     -1.816	0.6969	N	                   -12.071	0.4039	N	                                                .121	N
Long Distance Movements	                       0.104	0.9951	N	                     -0.455	0.9912	N	                                                .147	N

The maximum lags were selected using  Schwert criterion (9) lags.
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