[R] confidence level of kpss test

[Rolf Turner]

I ***do*** wish people wouldn't say ``confidence level'' when they
mean ``significance level''.  Confidence level refers to estimation
and significance level to hypothesis testing.  The two are closely
related but do not pack the same freight.

Moreover, if one indeed wishes to conflate the two ideas, the
confidence level of an estimation procedure is

		***one minus***

the significance level of the corresponding hypothesis test.

				cheers,

					Rolf Turner
					rolf at math.unb.ca