chstat-class: "chstat" Class

In uroot: Unit Root Tests and Graphics for Seasonal Time Series

Description

This class contains information from the Canova-Hansen test.

Slots

wts:

Object of class "ts": Original time series.

frec:

Object of class "numeric": Analyzed frecuencies.

DetTr:

Object of class "logical": Has a linear trend benn included.

ltrunc:

Object of class "numeric": Lag truncation parameter

Fhat:

Object of class "matrix": Object for internal use.

Omfhat:

Object of class "matrix": Object for internal use.

MA:

Object of class "matrix": Object for internal use.

stat:

Object of class "numeric": CH statistic.

Methods

show.

signature(object = "chstat"): This method shows the relevant information from the CH test.

urt.xtable.

Summarize the main information from the test and convert it in an xtable object, which can be printed as a LaTeX or HTML table.

save.xtable.

Save the information in the xtable object to a LaTeX or HTML file.

Author(s)

Javier Lopez-de-Lacalle [e-mail] and Ignacio Diaz-Emparanza [e-mail]

References

F. Canova and B.E. Hansen (1995), Are seasonal patterns constant over time? A test for seasonal stability. Journal of Business and Economic Statistics, 13, 237-252.

See Also

CH.test.

uroot documentation built on May 2, 2019, 6:49 p.m.