sumurca-class function

Representation of class sumurca

Representation of class sumurca

A class for objects returned by applying method summary() to objects from classes: ur.ers, ca.jo, cajo.test, ur.kpss, ca.po, ur.pp, ur.df, ur.sp

or ur.za. class

latin1

Slots

  • classname:: The class name of the original object to which method summary is applied.

  • test.name:: The name of the test, i.e.

     `Johansen-Procedure'.
    
  • testreg:: The test regression where applicable, otherwise set to NULL.

  • teststat:: The test statististic where applicable, otherwise set to NULL.

  • cval:: The critical values of the test where applicable, otherwise set to NULL.

  • bpoint:: Potential break point where applicable, otherwise set to NULL.

  • signif:: Significance level of the test where applicable, otherwise set to NULL.

  • model:: Description of the underlying model where applicable, otherwise set to NULL.

  • type:: The test type where applicable, otherwise set to NULL.

  • auxstat:: The result of an auxiliary regression where applicable, otherwise set to NULL.

  • lag:: The number of lags included where applicable, otherwise set to NULL.

  • H:: The matrix containing the restrictions placed upon β\bold{\beta} where applicable, otherwise set to NULL.

  • A:: The matrix containing the restrictions placed upon α\bold{\alpha} where applicable, otherwise set to NULL.

  • lambda:: The eigenvalues where applicable, otherwise set to NULL.

  • pval:: The p-value and the degrees of freedom where applicable, otherwise set to NULL.

  • V:: The matrix of eigenvectors, normalised with respect to the first variable where applicable, otherwise set to NULL.

  • W:: The matrix of loading weights where applicable, otherwise set to NULL.

  • P:: The count of variables where applicable, otherwise set to NULL.

Methods

For this class a print method is available, that nicely prints the summary results of objects belonging to either one of the following classes: ur.ers, ca.jo, cajo.test, ur.kpss, ca.po, ur.pp, ur.df, ur.sp or ur.za.

See Also

summary, ur.ers-class, ur.kpss-class, ca.jo-class, cajo.test-class, ca.po-class, ur.pp-class, ur.df-class, ur.sp-class and ur.za-class.

Author(s)

Bernhard Pfaff

  • Maintainer: Bernhard Pfaff
  • License: GPL (>= 2)
  • Last published: 2024-05-27

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