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\name{ur.df-class}
\docType{class}
\alias{ur.df-class}
\encoding{latin1}
\title{Representation of class ur.df}
\description{
This class contains the relevant information by applying the augmented
Dickey-Fuller 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 type of
the deterministic part, either \code{"none"}, \code{"drift"} or
\code{"trend"}. The latter includes a constant term, too.}
\item{\code{lags}:}{Object of class \code{"integer"}: Number of lags
for error correction.}
\item{\code{cval}:}{Object of class \code{"matrix"}: Critical values
at the 1\%, 5\% and 10\% level of significance.}
\item{\code{teststat}:}{Object of class \code{"matrix"}: Value of
the test statistic.}
\item{\code{testreg}:}{Object of class \code{"ANY"}: The summary
output of the test 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} `Augmented-Dickey-Fuller Test'.}
}
}
\section{Extends}{
Class \code{urca}, directly.
}
\section{Methods}{
Type \code{showMethods(classes="ur.df")} 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 added.}
\item{\code{plot}:}{Residual plot, acfs' and pacfs'.}
}
}
\references{
Dickey, D. A. and Fuller, W. A. (1979), Distributions of the
Estimators For Autoregressive Time Series with a Unit Root,
\emph{Journal of the American Statistical Association}, \bold{75}, 427--431.
Dickey, D. A. and Fuller, W. A. (1981), Likelihood Ratio Statistics
for Autoregressive Time Series with a Unit Root, \emph{Econometrica},
\bold{49}, 1057--1072.
Hamilton (1994), \emph{Time Series Analysis}, Princeton University Press.
}
\seealso{
\code{\link{ur.df}} and \code{\link{urca-class}}
}
\author{Bernhard Pfaff}
\keyword{classes}
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