sumurca-class | R Documentation |

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`

.

`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`

.

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`

.

Bernhard Pfaff

`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`

.

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