S3 Summary Method

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Description

S3 summary method for objects of the class "dyntermstrc_param".

Usage

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## S3 method for class 'dyntermstrc_param'
summary(object, type = "none", lags = 1, selectlags = "Fixed", ...)

Arguments

object

object of the class "dyntermstrc_param".

type

use "trend" and a trend is considered for the unit root test (default: "none").

lags

number of lags for unit root test function ur.df from package urca (default:1)

selectlags

leg selection flag for function ur.df from package urca (default: "Fixed").

...

further arguments

Details

The function calculates from an object of the class "dyntermstrc_param" the augmented Dickey Fuller test for the levels and first differences for each of the estimated term structure parameters. Additionally, the correlation of the parameter levels and differences are calculated.

Value

an object with the class "summary.dyntermstrc_param"

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