LRur.partsm Class
This class contains the information provided by LRurpar.test
.
class
test.label
:: Object of class "character"
: A label to identify the test.
test.name
:: Object of class "character"
: A one-line description of the test.
p
:: Object of class "numeric"
: The lag order parameter of the model.
LR
:: Object of class "numeric"
: The LR statistic.
LRtau
:: Object of class "numeric"
: The one side test statistic.
h0nls
:: Object of class "matrix"
: The estimated coefficients of the non-linear PIAR model.
halm
:: Object of class "lm"
: The estimated PAR model for the alternative hypotheses.
show
:: Shows the LR statistics and a one-side test constructed as , where is the product of the periodic differencing filter parameters estimated under the alternative.
summary
:: Displays the same output as show
but a summary of the null and the alternative hypotheses is also displayed.
P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).
LRurpar.test
.
Javier Lopez-de-Lacalle javlacalle@yahoo.es .