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

`y`

:Object of class

`"vector"`

: The time series to be tested.`type`

:Object of class

`"character"`

: Test type,`"rho"`

or`"tau"`

test statistic.`polynomial`

:Object of class

`"integer"`

: Deterministic trend specification`signif`

:Object of class

`"numeric"`

: Critical values.`teststat`

:Object of class

`"numeric"`

: Value of the test statistic.`cval`

:Object of class

`"numeric"`

: The critical values, depending on`"signif"`

,`"polynomial"`

and the sample size.`res`

:Object of class

`"vector"`

: The residuals of the test regression.`testreg`

:Object of class

`"ANY"`

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

:Object of class

`"character"`

: The name of the test,*i.e.*‘"Schmidt \& Phillips’.

Class `urca`

, directly.

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

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'.

Bernhard Pfaff

Schmidt, P. and Phillips, P.C.B. (1992), LM Test for a Unit Root in
the Presence of Deterministic Trends, *Oxford Bulletin of Economics and
Statistics*, **54(3)**, 257–287.

Download possible at: http://cowles.econ.yale.edu/, see rubric 'Discussion Papers (CFDPs)'.

`ur.sp`

and `urca-class`

.

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.