4. kpss.test

The exercise was created 2024-03-25 by Makizon. Question count: 7.

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  • kpss test för adj.close kpss.test(COST$adj.close)
  • kpss test för LOGADJCLOSE kpss.test(COST$LOGADJCLOSE)
  • kpss test för LOGRETURN kpss.test(COST$LOGRETURN)
  • H0 stationary, p-value > 5%
  • H1 not stationary, p-value < 5%
  • plot den some stationary (LOGRETURN) plot(1:nrow(COST), COST$LOGRETURN, type="l", main="Log return of Adjusted close", ylab="Log return of Adjusted close", xlab="Time")
  • lägg till en linje i plotten abline(h=0, lty=2, col="red")

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