SignalFx Developers Guide

kpss()

Calculates the Kwiatkowski–Phillips–Schmidt–Shin (KPSS) statistic on the specified time window of the stream. You can’t use it to aggregate time series. To learn more about KPSS, see https://en.wikipedia.org/wiki/KPSS_test.

Syntax

kpss(over, mode='level')

Table 1. Parameter definitions
Parameter Type Description

over

Duration (number and duration units indicator: "s" = seconds, "m" = minutes, "h" = hours)

Required. The duration over which to calculate the KPSS statistic of each input timeseries

mode

string

Optional, default="level". Whether to test for stationary ("level") or trend-stationarity ('trend')

Returns a reference to the input stream object

Notes

Calculates the KPSS statistic for the null hypothesis that the time series is stationary (if mode is 'level') or trend-stationary (if mode is 'trend'). The method doesn’t use lags to estimate the variance of the errors of the model, so it assumes that errors are independently and identically distributed.

Examples

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A = data('jvm.cpu.load')
A.kpss(over='1h').publish('1h_kpss_stat')

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