Ftest.partsm-class: Ftest.partsm Class

In partsm: Periodic Autoregressive Time Series Models

Description

This class contains the information provided by the F-tests available in the package 'partsm'.

Slots

test.label:

Object of class "character": A label to identify the test that the information is related to.

test.name:

Object of class "character": A one-line description of the test.

p:

Object of class "numeric": The order of the AR or PAR model.

Fstat:

Object of class "numeric": The F-statistic.

df:

Object of class "numeric": The freedom degrees.

pval:

Object of class "numeric": The p-value.

pvl:

Object of class "character": A symbol indicating the significance of the F-statistic according to usual codes, i.e. Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1.

h0md:

Object of class "lm": The summary of the model fitted for the null hypothesis.

hamd:

Object of class "ANY": The summary of the model fitted for the alternative hypothesis.

Methods

show:

This method reports the F-test statistic, the null and the alternative hypotheses entailed in the procedure, as well as the freedom degrees, the p-value and the codified p-value.

summary:

In addition to the information reported by show, a summary of the fitted models for the null and the alternative hypotheses is also added.

Author(s)

Javier Lopez-de-Lacalle [e-mail].

References

P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).

See Also

Fnextp.test, Fpar.test, Fsh.test, and Fpari.piar.test.

partsm documentation built on Nov. 25, 2020, 5:07 p.m.