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[ci skip] Add paper ref to kpss test
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src/statistical_tests/kpss.jl

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# This methods are used solely to help the auto-arima algorithm
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# These methods are used solely to help the auto-arima algorithm
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# Kwiatkowski, D.;
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# Phillips, P. C. B.;
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# Schmidt, P.;
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# Shin, Y. (1992)
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# "Testing the null hypothesis
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# of stationarity against the
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# alternative of a unit root"
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function calc_lag_kpss(lags::Bool, n::Int)
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return lags ? trunc(Int, 4*(n/100)^0.25) : trunc(Int, 12*(n/100)^0.25)
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end

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