Srho.test-class: Class "Srho.test"

In tseriesEntropy: Entropy Based Analysis and Tests for Time Series

Class "Srho.test"

Description

A class of tests for serial dependence and nonlinearity based upon Srho.

Objects from the Class

Objects can be created by calls of the form new("Srho.test", ...).

Slots

.Data:

Object of class "numeric": contains Srho computed on the data set.

call:

Object of class "call": contains the call to the routine.

call.h:

Object of class "call": contains the call to the routine used for obtaining the surrogates or the bootstrap replicates under the null hypothesis.

quantiles:

Object of class "matrix": contains the quantiles of the bootstrap/permutation distribution under the null hypothesis.

test.type:

Object of class "character": contains a description of the type of test performed.

significant.lags:

Object of class "list": contains the lags at which Srho exceeds the confidence bands at quant under the null hypothesis.

p.value:

Object of class "numeric": contains the bootstrap p-value for each lag.

lags:

Object of class "integer": contains the lags at which Srho is computed.

stationary:

TRUE if the stationary version is computed.

data.type:

Object of class "character": contains the data type.

notes:

Object of class "character": additional notes.

Extends

Class "Srho", directly.

Methods

plot

signature(x = "Srho.test", y = "missing"): ...

show

signature(object = "Srho.test"): ...

Author(s)

Simone Giannerini <[e-mail]>

See Also

See Also Srho

Examples

showClass("Srho.test")

tseriesEntropy documentation built on Aug. 10, 2023, 1:06 a.m.