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\name{ur.kpss-class}
\docType{class}
\alias{ur.kpss-class}
\encoding{latin1}
\title{Representation of class ur.kpss}
\description{
This class contains the relevant information by applying the
Kwiatkowski, Phillips, Schmidt and Shin 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{type}:}{Object of class \code{"character"}: Test type,
\code{"mu"} or \code{"tau"} depending on the deterministic part.}
\item{\code{lag}:}{Object of class \code{"integer"}: Number of lags
for error term correction.}
\item{\code{cval}:}{Object of class \code{"matrix"}: Critical value
of test.}
\item{\code{teststat}:}{Object of class \code{"numeric"}: Value of
test statistic.}
\item{\code{res}:}{Object of class \code{"vector"}: Residuals of
test regression.}
\item{\code{test.name}:}{Object of class \code{"character"}: The
name of the test, \emph{i.e.} `KPSS'.}
}
}
\section{Extends}{
Class \code{urca}, directly.
}
\section{Methods}{
Type \code{showMethods(classes="ur.kpss")} 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 values, lags and test
type added.}
\item{\code{plot}:}{Residual plot and their acfs' and pacfs'.}
}
}
\references{
Kwiatkowski, D., Phillips, P.C.B., Schmidt, P. and Shin, Y., (1992),
Testing the Null Hypothesis of Stationarity Against the Alternative of
a Unit Root: How Sure Are We That Economic Time Series Have a Unit
Root?, \emph{Journal of Econometrics}, \bold{54}, 159--178.
Download possible at: \url{https://cowles.yale.edu/}, see rubric
'Discussion Papers (CFDPs)'.
}
\seealso{
\code{\link{ur.kpss}} and \code{\link{urca-class}}.
}
\author{Bernhard Pfaff}
\keyword{classes}
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