summary.dyntermstrc_param: S3 Summary Method

In changshun/termstrc: Zero-coupon Yield Curve Estimation

Description

S3 summary method for objects of the class "dyntermstrc_param".

Usage

## S3 method for class 'dyntermstrc_param'
summary(object, type = "none", lags = 1, selectlags = "Fixed", ...)

Arguments

object	object of the class "dyntermstrc_param".
type	use "trend" and a trend is considered for the unit root test (default: "none").
lags	number of lags for unit root test function ur.df from package urca (default:1)
selectlags	leg selection flag for function ur.df from package urca (default: "Fixed").
...	further arguments

Details

The function calculates from an object of the class "dyntermstrc_param" the augmented Dickey Fuller test for the levels and first differences for each of the estimated term structure parameters. Additionally, the correlation of the parameter levels and differences are calculated.

Value

an object with the class "summary.dyntermstrc_param"

changshun/termstrc documentation built on May 13, 2019, 3:24 p.m.