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  • KPSS stationarity test without trend

    Hi there,
    I would like to perform KPSS stationarity tests to compliment my ADF tests. By default, the test's null hypothesis is trend stationary. However, I would like to test without the trend for some of my series. Is there a way to do this?/is this necessary?
    Thanks in advance,
    Max

  • #2
    It looks like in the help file for kpss (from SSC) there is a notrend option:

    notrend indicates that level stationarity, rather than trend stationarity,
    is the null hypothesis.

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