Ftest.partsm-class function

Ftest.partsm Class

Ftest.partsm Class

This class contains the information provided by the FF-tests available in the package 'partsm'. class

Slots

  • test.label:: Object of class "character": A label to identify the test that the information is related to.

  • test.name:: Object of class "character": A one-line description of the test.

  • p:: Object of class "numeric": The order of the AR or PAR model.

  • Fstat:: Object of class "numeric": The FF-statistic.

  • df:: Object of class "numeric": The freedom degrees.

  • pval:: Object of class "numeric": The pp-value.

  • pvl:: Object of class "character": A symbol indicating the significance of the FF-statistic according to usual codes, i.e. Signif. codes: 0 '' 0.001 '' 0.01 '' 0.05 '.' 0.1 ' ' 1.

  • h0md:: Object of class "lm": The summary of the model fitted for the null hypothesis.

  • hamd:: Object of class "ANY": The summary of the model fitted for the alternative hypothesis.

Methods

  • show:: This method reports the FF-test statistic, the null and the alternative hypotheses entailed in the procedure, as well as the freedom degrees, the pp-value and the codified pp-value.

  • summary:: In addition to the information reported by show, a summary of the fitted models for the null and the alternative hypotheses is also added.

References

P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).

See Also

Fnextp.test, Fpar.test, Fsh.test, and Fpari.piar.test.

Author(s)

Javier Lopez-de-Lacalle javlacalle@yahoo.es .