Ftest.partsm Class
This class contains the information provided by the -tests available in the package 'partsm'
.
class
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 -statistic.
df
:: Object of class "numeric"
: The freedom degrees.
pval
:: Object of class "numeric"
: The -value.
pvl
:: Object of class "character"
: A symbol indicating the significance of the -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.
show
:: This method reports the -test statistic, the null and the alternative hypotheses entailed in the procedure, as well as the freedom degrees, the -value and the codified -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.
P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).
Fnextp.test
, Fpar.test
, Fsh.test
, and Fpari.piar.test
.
Javier Lopez-de-Lacalle javlacalle@yahoo.es .