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
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 where applicable, otherwise set to NULL
.
A
:: The matrix containing the restrictions placed upon 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
.
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
.
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
.
Bernhard Pfaff
Useful links