R/All-classes.R

In urca: Unit Root and Cointegration Tests for Time Series Data

##
## Setting classes for unit root tests
##

setClass("urca", representation(test.name="character"))

setClass("ur.ers", representation(y="vector",
                                  yd="vector",
                                  type="character",
                                  model="character",
                                  lag="integer",
                                  cval="matrix",
                                  teststat="numeric",
                                  testreg="ANY"),
         contains="urca")

setClass("ca.jo", representation(x="ANY",
                                 Z0="matrix",
                                 Z1="matrix",
                                 ZK="matrix",
                                 type="character",
                                 model="character",
                                 ecdet="character",
                                 lag="integer",
                                 P="integer",
                                 season="ANY",
                                 dumvar="ANY",
                                 cval="ANY",
                                 teststat="ANY",
                                 lambda="vector",
                                 Vorg="matrix",
                                 V="matrix",
                                 W="matrix",
                                 PI="matrix",
                                 DELTA="matrix",
                                 GAMMA="matrix",
                                 R0="matrix",
                                 RK="matrix",
                                 bp="ANY",
                                 spec="character",
                                 call="call"),
         contains="urca")

setClass("cajo.test", representation(Z0="matrix",
                                     Z1="matrix",
                                     ZK="matrix",
                                     H="ANY",
                                     A="ANY",
                                     B="ANY",
                                     type="character",
                                     ecdet="character",
                                     teststat="numeric",
                                     pval="vector",
                                     lambda="vector",
                                     Vorg="matrix",
                                     V="matrix",
                                     W="matrix",
                                     PI="matrix",
                                     DELTA="ANY",
                                     DELTA.bb="ANY",
                                     DELTA.ab="ANY",
                                     DELTA.aa.b="ANY",
                                     GAMMA="matrix"),
         contains="urca")

setClass("ur.kpss", representation(y="vector",
                                   type="character",
                                   lag="integer",
                                   cval="matrix",
                                   teststat="numeric",
                                   res="vector"),
         contains="urca")

setClass("ca.po", representation(z="ANY",
                                 type="character",
                                 model="character",
                                 lag="integer",
                                 cval="matrix",
                                 res="matrix",
                                 teststat="numeric",
                                 testreg="ANY"),
         contains="urca")

setClass("ur.pp", representation(y="vector",
                                 type="character",
                                 model="character",
                                 lag="integer",
                                 cval="matrix",
                                 teststat="numeric",
                                 testreg="ANY",
                                 auxstat="matrix",
                                 res="vector"),
         contains="urca")

setClass("ur.df", representation(y="vector",
                                 model="character",
                                 lags="integer",
                                 cval="matrix",
                                 res="vector",
                                 teststat="matrix",
                                 testreg="ANY"),
         contains="urca")

setClass("ur.sp", representation(y="vector",
                                 type="character",
                                 polynomial="integer",
                                 signif="numeric",
                                 teststat="numeric",
                                 cval="numeric",
                                 res="vector",
                                 testreg="ANY"),
         contains="urca")

setClass("ur.za", representation(y="vector",
                                 model="character",
                                 lag="integer",
                                 teststat="numeric",
                                 cval="vector",
                                 bpoint="integer",
                                 tstats="vector",
                                 res="vector",
                                 testreg="ANY"),
         contains="urca")

setClassUnion("otherornull", c("ANY", "character", "integer", "matrix", "vector", "NULL")) 

setClass("sumurca", representation(classname="character",
                                   test.name="character",
                                   testreg="ANY",
                                   teststat="otherornull",
                                   cval="otherornull",
                                   bpoint="otherornull",
                                   signif="otherornull",
                                   model="otherornull",
                                   type="otherornull",
                                   auxstat="otherornull",
                                   lag="otherornull",
                                   H="otherornull",
                                   A="otherornull",
                                   lambda="otherornull",
                                   pval="otherornull",
                                   V="otherornull",
                                   W="otherornull",
                                   P="otherornull")
         )