Description

A class for objects returned by applying method summary() to objects from classes: ur.ers, ca.jo, cajo.test, ur.kpss, ca.po, ur.pp, ur.df, ur.sp or ur.za.

Slots

classname:

The class name of the original object to which method summary is applied.

test.name:

The name of the test, i.e. ‘Johansen-Procedure’.

testreg:

The test regression where applicable, otherwise set to NULL.

teststat:

The test statististic where applicable, otherwise set to NULL.

cval:

The critical values of the test where applicable, otherwise set to NULL.

bpoint:

Potential break point where applicable, otherwise set to NULL.

signif:

Significance level of the test where applicable, otherwise set to NULL.

model:

Description of the underlying model where applicable, otherwise set to NULL.

type:

The test type where applicable, otherwise set to NULL.

auxstat:

The result of an auxiliary regression where applicable, otherwise set to NULL.

lag:

The number of lags included where applicable, otherwise set to NULL.

H:

The matrix containing the restrictions placed upon \bold{β} where applicable, otherwise set to NULL.

A:

The matrix containing the restrictions placed upon \bold{α} where applicable, otherwise set to NULL.

lambda:

The eigenvalues where applicable, otherwise set to NULL.

pval:

The p-value and the degrees of freedom where applicable, otherwise set to NULL.

V:

The matrix of eigenvectors, normalised with respect to the first variable where applicable, otherwise set to NULL.

W:

The matrix of loading weights where applicable, otherwise set to NULL.

P:

The count of variables where applicable, otherwise set to NULL.

Methods

For this class a print method is available, that nicely prints the summary results of objects belonging to either one of the following classes: ur.ers, ca.jo, cajo.test, ur.kpss, ca.po, ur.pp, ur.df, ur.sp or ur.za.

Author(s)

Bernhard Pfaff

See Also

summary, ur.ers-class, ur.kpss-class, ca.jo-class, cajo.test-class, ca.po-class, ur.pp-class, ur.df-class, ur.sp-class and ur.za-class.