# Representation of class ur.za

### Description

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

### Slots

`y`

:Object of class

`"vector"`

: The time series to be tested.`model`

:Object of class

`"character"`

: The model to be used,*i.e.*intercept, trend or both`lag`

:Object of class

`"integer"`

: The highest number of lags to include in the test regression.`teststat`

:Object of class

`"numeric"`

: The t-statistic.`cval`

:Object of class

`"vector"`

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

:Object of class

`"integer"`

: The potential break point.`tstats`

:Object of class

`"vector"`

The t-statistics of the rolling regression.`res`

:Object of class

`"vector"`

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

:Object of class

`"character"`

The name of the test,*i.e.*‘Zivot \& Andrews’.`testreg`

:Object of class

`"ANY"`

The summary output of the test regression.

### Extends

Class `urca`

, directly.

### Methods

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

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

Useful methods include

`show`

:test statistic and critical values.

`summary`

:like show, but summary of test regression added.

`plot`

:plot of recursive t-statistics.

### Author(s)

Bernhard Pfaff

### References

Zivot, E. and Andrews, Donald W.K. (1992), Further Evidence on the
Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis,
*Journal of Business \& Economic Statistics*, **10(3)**,
251–270.

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

### See Also

`ur.za`

and `urca-class`

.