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Cell["StationarityTests", "Title",
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Cell["by Luci Ellis", "Subsubtitle",
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Cell["\<\
This notebook is sets up several standard tests of stationarity and \
non-stationarity in time series.\
\>", "Text"],

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Cell["\<\
This notebook is sets up several standard tests of stationarity and \
non-stationarity in time series, including the Kwiatowski et. al. (1992) KPSS \
test..\
\>", "Text"]
}, Open  ]],

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Cell["Copyright", "Subsubsection"],

Cell["\<\
\[Copyright] Copyright 1997, Luci Ellis

Permission is granted to distribute this file for any purpose except for \
inclusion in commercial software or program collections. This copyright \
notice must remain intact..\
\>", "Text"]
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Cell["Version 1.0, first implementation of KPSS test.", "Text"]
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Cell["Stationarity, non-stationarity, integration, cointegration", "Text"]
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Cell[TextData[{
  "KPSS test from Kwiatkowski, D., Phillips, P.C.B., Schmidt, P. and Shin, Y. \
(1992),\[OpenCurlyDoubleQuote]Testing the null hypothesis of stationarity \
against the alternative of a unit root: how sure are we that economic time \
series have a unit root?\[CloseCurlyDoubleQuote], ",
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