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\name{ur.sp-class}
\docType{class}
\alias{ur.sp-class}
\encoding{latin1}
\title{Representation of class ur.sp}
\description{
This class contains the relevant information by applying the Schmidt
and Phillips 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{"rho"} or \code{"tau"} test statistic.}
\item{\code{polynomial}:}{Object of class \code{"integer"}:
Deterministic trend specification}
\item{\code{signif}:}{Object of class \code{"numeric"}: Critical values.}
\item{\code{teststat}:}{Object of class \code{"numeric"}: Value of
the test statistic.}
\item{\code{cval}:}{Object of class \code{"numeric"}: The critical
values, depending on \code{"signif"}, \code{"polynomial"} and the
sample size.}
\item{\code{res}:}{Object of class \code{"vector"}: The residuals of
the test regression.}
\item{\code{testreg}:}{Object of class \code{"ANY"}: The summary
output of the test regression.}
\item{\code{test.name}:}{Object of class \code{"character"}: The
name of the test, \emph{i.e.} `"Schmidt and Phillips'.}
}
}
\section{Extends}{
Class \code{urca}, directly.
}
\section{Methods}{
Type \code{showMethods(classes="ur.sp")} 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}:}{Diagram of fit plot, residual plot and their
acfs' and pacfs'.}
}
}
\references{
Schmidt, P. and Phillips, P.C.B. (1992), LM Test for a Unit Root in
the Presence of Deterministic Trends, \emph{Oxford Bulletin of Economics and
Statistics}, \bold{54(3)}, 257--287.
Download possible at: \url{https://cowles.yale.edu/}, see rubric
'Discussion Papers (CFDPs)'.
}
\seealso{
\code{\link{ur.sp}} and \code{\link{urca-class}}.
}
\author{Bernhard Pfaff}
\keyword{classes}
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