kwiatkowski-phillips-schmidt-shin test
Word Rarity
Very rare
Frequency: Zipf frequency 2.06 in modern English
70
Scrabble Score
34
Letters
6
Syllables
15
Unique Chars
Meaning
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.
Etymology
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".