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Figures S1–S6:Rejection Frequencies of the Bias-Corrected KPSS, Modified KPSS and SPC statistics.

Figures S1–S6 draw rejection frequencies of the bias corrected KPSS test with the lag length selected by BIC (denoted by `BC'), the modified KPSS test with the true lag length (denoted by `Mod'), and the SPC test with AR(1) prewhitening (denoted by `SPC'). These figures correspond to the simulation study in Section 4.

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FilenameFormatSizeDescription
JTSA_674_sm_FigsS1-S6.pdf108KSupporting info item
JTSA_674_sm_suppmat.doc23KSupporting info item

Please note: Wiley Blackwell is not responsible for the content or functionality of any supporting information supplied by the authors. Any queries (other than missing content) should be directed to the corresponding author for the article.