Adding KPSS unit root test #317
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Hi, thanks for your PR. I'm new to the Julia community/JuliaStats, I've looked at the PRs on this repository and see that many like this one receive no response/are not merged. Is there any TODO list/process to integrate changes into this repo @ararslan ? Best, |
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Added Kwiatkowski-Phillips-Schmidt-Shin (KPSS) unit root test
KPSS is listed as a to-do in #16
This implementation is functionally equivalent to the KPSS implementation in the statsmodels python package