
Hi all,

Can anyone clear my doubts about what conclusions to take with the following what puts of some time series tests:

> adf.test(melbmax)

        Augmented Dickey-Fuller Test

data:  melbmax 
Dickey-Fuller = -5.4075, Lag order = 15, p-value = 0.01
alternative hypothesis: stationary 

Warning message:
p-value smaller than printed p-value in: adf.test(melbmax) 



>adf.test(melbmax,k=0,alternative="stationary")

        Augmented Dickey-Fuller Test

data:  melbmax 
Dickey-Fuller = -24.4069, Lag order = 0, p-value = 0.01
alternative hypothesis: stationary 

Warning message:
p-value smaller than printed p-value in: adf.test(melbmax, k = 0, alternative = "stationary") 


> pp.test(melbmax,alternative="stationary")

        Phillips-Perron Unit Root Test

data:  melbmax 
Dickey-Fuller Z(alpha) = -1124.030, Truncation lag parameter = 9,
p-value = 0.01
alternative hypothesis: stationary 

Warning message:
p-value smaller than printed p-value in: pp.test(melbmax, alternative = "stationary") 


> Box.test(melbmax)

        Box-Pierce test

data:  melbmax 
X-squared = 1893.093, df = 1, p-value < 2.2e-16


> Box.test(melbmax,type="Ljung-Box")

        Box-Ljung test

data:  melbmax 
X-squared = 1894.650, df = 1, p-value < 2.2e-16

> kpss.test(melbmax)

        KPSS Test for Level Stationarity

data:  melbmax 
KPSS Level = 0.1163, Truncation lag parameter = 13, p-value = 0.1

Warning message:
p-value greater than printed p-value in: kpss.test(melbmax) 


> x=time(melbmax)
> y=as.vector(melbmax)
> melbmaxsaz=lowess(x,y,f=0.05)$y
> melbmaxtrend=lowess(x,y,f=0.5)$y
> melbmaxres=19.19+19.21+melbmax-ts(melbmaxsaz, start=1981, frequency=365)-ts(melbmaxtrend, start=1981, frequency=365)
> kpss.test(melbmaxres)

        KPSS Test for Level Stationarity

data:  melbmaxres 
KPSS Level = 0.1322, Truncation lag parameter = 13, p-value = 0.1

Warning message:
p-value greater than printed p-value in: kpss.test(melbmaxres) 
> kpss.test(melbmaxres,null="Trend")

        KPSS Test for Trend Stationarity

data:  melbmaxres 
KPSS Trend = 0.1339, Truncation lag parameter = 13, p-value = 0.07243


Best regards

