Time Series Analysis Package
Returned Values
The STATIONARITYTEST function returns the following values:
- rc
returns one of the following scalar return codes:
rc
Termination Reason
0
Time series is stationary with the default significance level of 0.05
1
Time series is not stationary with the default significance level of 0.05
< 0
Computational failure
- pvalue
returns the probability value associated with the test.
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Last updated: June 14, 2018