Srho.test-class function

Class "Srho.test"

A class of tests for serial dependence and nonlinearity based upon Srho. class

Objects from the Class

Objects can be created by calls of the form new("Srho.test", ...).

Slots

• .Data:: Object of class "numeric": contains Srho computed on the data set.
• call:: Object of class "call": contains the call to the routine.
• call.h:: Object of class "call": contains the call to the routine used for obtaining the surrogates or the bootstrap replicates under the null hypothesis.
• quantiles:: Object of class "matrix": contains the quantiles of the bootstrap/permutation distribution under the null hypothesis.
• test.type:: Object of class "character": contains a description of the type of test performed.
• significant.lags:: Object of class "list": contains the lags at which Srho exceeds the confidence bands at quant under the null hypothesis.
• p.value:: Object of class "numeric": contains the bootstrap p-value for each lag.
• lags:: Object of class "integer": contains the lags at which Srho is computed.
• stationary:: TRUE if the stationary version is computed.
• data.type:: Object of class "character": contains the data type.
• notes:: Object of class "character": additional notes.

Extends

Class "Srho", directly.

Methods

• plot: signature(x = "Srho.test", y = "missing"): ...
• show: signature(object = "Srho.test"): ...

Author(s)

Simone Giannerini simone.giannerini@unibo.it

See Also

See Also Srho

Examples

showClass("Srho.test")