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\name{ur.za-class}
\docType{class}
\alias{ur.za-class}
\encoding{latin1}
\title{Representation of class ur.za}
\description{
This class contains the relevant information by applying the Zivot and Andrews
unit root test to a time series.}
\section{Slots}{
\describe{
\item{\code{y}:}{Object of class \code{"vector"}: The time series to
be tested.}
\item{\code{model}:}{Object of class \code{"character"}: The model
to be used, \emph{i.e.} intercept, trend or both}
\item{\code{lag}:}{Object of class \code{"integer"}: The highest
number of lags to include in the test regression.}
\item{\code{teststat}:}{Object of class \code{"numeric"}: The t-statistic.}
\item{\code{cval}:}{Object of class \code{"vector"}: Critical values
at the 1\%, 5\% and 10\% level of significance.}
\item{\code{bpoint}:}{Object of class \code{"integer"}: The
potential break point.}
\item{\code{tstats}:}{Object of class \code{"vector"} The
t-statistics of the rolling regression.}
\item{\code{res}:}{Object of class \code{"vector"} The residuals of
the test regression.}
\item{\code{test.name}:}{Object of class \code{"character"} The name
of the test, \emph{i.e.} `Zivot and Andrews'.}
\item{\code{testreg}:}{Object of class \code{"ANY"} The summary
output of the test regression.}
}
}
\section{Extends}{
Class \code{urca}, directly.
}
\section{Methods}{
Type \code{showMethods(classes="ur.za")} 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 and critical values.}
\item{\code{summary}:}{like show, but summary of test regression
added.}
\item{\code{plot}:}{plot of recursive t-statistics.}
}
}
\references{
Zivot, E. and Andrews, Donald W.K. (1992), Further Evidence on the
Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis,
\emph{Journal of Business and Economic Statistics}, \bold{10(3)},
251--270.
Download possible at: \url{https://cowles.yale.edu/}, see rubric
'Discussion Papers (CFDPs)'.
}
\seealso{
\code{\link{ur.za}} and \code{\link{urca-class}}.
}
\author{Bernhard Pfaff}
\keyword{classes}
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