# Representation of class ur.pp

### Description

This class contains the relevant information by applying the Phillips \& Perron unit root test to a time series.

### Slots

`y`

:Object of class

`"vector"`

: The time series to be tested.`type`

:Object of class

`"character"`

: Test type of Z statistic, either`"Z-alpha"`

or`"Z-tau"`

.`model`

:Object of class

`"character"`

: The type of the deterministic part, either`"constant"`

or`"trend"`

. The latter includes a constant term, too.`lag`

:Object of class

`"integer"`

: Number of lags for error correction.`cval`

:Object of class

`"matrix"`

: Critical values at the 1%, 5% and 10% level of significance.`teststat`

:Object of class

`"numeric"`

: Value of the test statistic.`testreg`

:Object of class

`"ANY"`

: The summary output of the test regression.`auxstat`

:Object of class

`"matrix"`

: Test statistic(s) of the deterministic part.`res`

:Object of class

`"vector"`

: The residuals of the test regression.`test.name`

:Object of class

`"character"`

: The name of the test,*i.e*‘Phillips-Perron’.

### Extends

Class `urca`

, directly.

### Methods

Type `showMethods(classes="ur.pp")`

at the R prompt for a
complete list of methods which are available for this class.

Useful methods include

`show`

:test statistic.

`summary`

:like show, but critical value and summary of test regression added.

`plot`

:Diagram of fit plot, residual plot and their acfs' and pacfs'.

### Author(s)

Bernhard Pfaff

### References

Phillips, P.C.B. and Perron, P. (1988), Testing for a unit root in
time series regression, *Biometrika*, **75(2)**, 335–346.

MacKinnon, J.G. (1991), Critical Values for Cointegration Tests,
*Long-Run Economic Relationships*, eds. R.F. Engle and
C.W.J. Granger, London, Oxford, 267–276.

Download possible at: http://cowles.econ.yale.edu/, see rubric 'Discussion Papers (CFDPs)' and http://www.econ.ucsd.edu/papers/files/90-4.pdf.

### See Also

`ur.pp`

and `urca-class`