Srho.test-class | R Documentation |
A class of tests for serial dependence and nonlinearity based upon Srho
.
Objects can be created by calls of the form new("Srho.test", ...)
.
.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.
Class "Srho"
, directly.
signature(x = "Srho.test", y = "missing")
: ...
signature(object = "Srho.test")
: ...
Simone Giannerini <simone.giannerini@unibo.it>
See Also Srho
showClass("Srho.test")
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