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\name{ur.ers-class}
\docType{class}
\alias{ur.ers-class}
\title{Representation of class ur.ers}
\description{
This class contains the relevant information by applying the Elliott,
Rothenberg and Stock unit root test.
}
\section{Slots}{
\describe{
\item{\code{y}:}{Object of class \code{"vector"}: The time series to
be tested.}
\item{\code{yd}:}{Object of class \code{"vector"}: The detrended
time series.}
\item{\code{type}:}{Object of class \code{"character"}: Test type,
either \code{"DF-GLS"} (default), or \code{"P-test"}.}
\item{\code{model}:}{Object of class \code{"character"}: The
deterministic model used for detrending, either intercept only, or
intercept with linear trend.}
\item{\code{lag}:}{Object of class \code{"integer"}: The number of
lags used in the test/auxiliary regression.}
\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{teststat}:}{Object of class \code{"numeric"}: The value
of the test statistic.}
\item{\code{testreg}:}{Object of class \code{"ANY"}: The test
regression, only set for \code{"DF-GLS"}.}
\item{\code{test.name}:}{Object of class \code{"character"}: The
name of the test, \emph{i.e.} `Elliott, Rothenberg and Stock'.}
}
}
\section{Extends}{
Class \code{urca}, directly.
}
\section{Methods}{
Type \code{showMethods(classes="ur.ers")} 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 test type, test regression (\code{type="DF-GLS"}) and critical values added.}
\item{\code{plot}:}{Diagram of fit, residual plot and their acfs'
and pacfs' for \code{type="DF-GLS"}.}
}
}
\references{
Elliott, G., Rothenberg, T.J. and Stock, J.H. (1996), Efficient Tests
for an Autoregressive Unit Root, \emph{Econometrica},
\bold{Vol. 64, No. 4}, 813--836.
MacKinnon, J.G. (1991), Critical Values for Cointegration Tests,
\emph{Long-Run Economic Relationships}, eds. R.F. Engle and
C.W.J. Granger, London, Oxford, 267--276.
}
\seealso{
\code{\link{ur.ers}} and \code{\link{urca-class}}.
}
\author{Bernhard Pfaff}
\keyword{classes}
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