Hi everyone,
I encounter a problem when extracting p-value result from multiple kpss test. I do not know why sometimes it gets NA or NaN. However, when I try the test one by one, it does not have such values.
Please anyone help to figure it out.
Here are my code:
all_kpss1 = as.data.frame(sapply(MAC1, function(X) kpss.test(ts(X))$p.value))
Thank you!