> library(tseries)
kpss.test(ret_price[,2], null = c("Level", "Trend"), lshort = TRUE)
KPSS Test for Level Stationarity
data: ret_price[, 2]
KPSS Level = 0.098137, Truncation lag parameter = 11, p-value = 0.1
Warning message:
In kpss.test(ret_price[, 2], null = c("Level", "Trend"), lshort = TRUE) :
p-value greater than printed p-value
kpss.test(ret_price[,3], null = c("Level", "Trend"), lshort = TRUE)
KPSS Test for Level Stationarity
data: ret_price[, 3]
KPSS Level = 0.16856, Truncation lag parameter = 11, p-value = 0.1
Warning message:
In kpss.test(ret_price[, 3], null = c("Level", "Trend"), lshort = TRUE) :
p-value greater than printed p-value
kpss.test(ret_price[,5], null = c("Level", "Trend"), lshort = TRUE)
KPSS Test for Level Stationarity
data: ret_price[, 5]
KPSS Level = 0.052713, Truncation lag parameter = 11, p-value = 0.1
Warning message:
In kpss.test(ret_price[, 5], null = c("Level", "Trend"), lshort = TRUE) :
p-value greater than printed p-value