Kwiatkowski-Phillips-Schmidt-Shin test

noun

A test used for testing a null hypothesis that an observable time series is stationary around a deterministic trend (i.e. trend-stationary) against the alternative of a unit root.

Similar
KPSS test
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Meanings

nounKwiatkowski-Phillips-Schmidt-Shin test (plural Kwiatkowski-Phillips-Schmidt-Shin tests)

plural Kwiatkowski-Phillips-Schmidt-Shin tests

  1. A test used for testing a null hypothesis that an observable time series is stationary around a deterministic trend (i.e. trend-stationary) against the alternative of a unit root.

    Synonyms: KPSS test

Synonyms & antonyms

nounA test used for testing a null hypothesis that an observable time series is stationary around a deterministic trend (i.e. trend-stationary) against the alternative of a unit root.

Similar
KPSS test

Origin

Named for the four people who proposed it, Denis Kwiatkowski, Peter C. B. Phillips, Peter Schmidt and Yongcheol Shin in the 1992 paper "Testing the null hypothesis of stationarity against the alternative of a unit root".

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Cite this entry
APA

Kwiatkowski-Phillips-Schmidt-Shin test. (n.d.). In WatkinsX Dictionary. Retrieved November 5, 2026, from https://dictionary.watkinsx.com/word/Kwiatkowski-Phillips-Schmidt-Shin%20test

MLA

“Kwiatkowski-Phillips-Schmidt-Shin test.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/Kwiatkowski-Phillips-Schmidt-Shin%20test. Accessed November 5, 2026.

Chicago

WatkinsX Dictionary, s.v. “Kwiatkowski-Phillips-Schmidt-Shin test,” accessed November 5, 2026, https://dictionary.watkinsx.com/word/Kwiatkowski-Phillips-Schmidt-Shin%20test.

Source: Kwiatkowski-Phillips-Schmidt-Shin test on Wiktionary, CC BY-SA 4.0.