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\name{ca.po-class}
\docType{class}
\alias{ca.po-class}
\encoding{latin1}
\title{Representation of class ca.po}
\description{
This class contains the relevant information by applying the Phillips
and Ouliaris cointegration test to a data matrix.
}
\section{Slots}{
\describe{
\item{\code{z}:}{Object of class \code{"ANY"}: A data matrix, or an
object that can be coerced to it.}
\item{\code{type}:}{Object of class \code{"character"}: The type of
the test, either the \code{"Pu"}-test or the normalisation
invariant \code{"Pz"}-test.}
\item{\code{model}:}{Object of class \code{"character"}: Determines
how the series should be detrended.}
\item{\code{lag}:}{Object of class \code{"integer"}: The lags used
for variance/covariance correction.}
\item{\code{cval}:}{Object of class \code{"matrix"}: The critical
values of the test at the 1\%, 5\% and 10\% level of significance.}
\item{\code{res}:}{Object of class \code{"matrix"}: The residuals of
the the cointegration regression(s).}
\item{\code{teststat}:}{Object of class \code{"numeric"}: The value
of the test statistic.}
\item{\code{testreg}:}{Object of class \code{"ANY"}: The summary
output of the cointegration regression(s).}
\item{\code{test.name}:}{Object of class \code{"character"}: The
name of the test, \emph{i.e.} `Phillips and Ouliaris'.}
}
}
\section{Extends}{
Class \code{urca}, directly.
}
\section{Methods}{
Type \code{showMethods(classes="ca.po")} at the R prompt for a
complete list of methods which are available for this class.
Useful methods include
\describe{
\item{\code{show}:}{test statistic.}
\item{\code{summary}:}{like show, but critical value and summary of
test regression(s) added.}
\item{\code{plot}:}{Residual plot(s) and their acfs' and pacfs'.}
}
}
\references{
Phillips, P.C.B. and Ouliaris, S. (1990), Asymptotic Properties of
Residual Based Tests for Cointegration, \emph{Econometrica},
\bold{Vol. 58, No. 1}, 165--193.
}
\seealso{
\code{\link{ca.po}} and \code{\link{urca-class}}.
}
\author{Bernhard Pfaff}
\keyword{classes}
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