kpssstat-class: "kpssstat" Class
In uroot: Unit Root Tests and Graphics for Seasonal Time Series

Description Slots Methods Author(s) References See Also

This class contains information from the Kwiatkowski-Phillips-Schmidt-Shin test.

wts:: Object of class "ts": A univariate time series. The input.
lmkpss:: Object of class "lm": Auxiliar regression.
ltrunc:: Object of class "numeric": Lag truncation parameter.
levelst:: Object of class "numeric": Statistic for level-stationarity.
trendst:: Object of class "numeric": Statistic for stationarity around a deterministic trend

show: signature(object = "kpssstat"): This method shows the relevant information from the KPSS 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. A range of lag truncation parameters are considered, three lags of order lower than that in the kpssstat object and three higher than that.
save.xtable: Save the information in the xtable object to a LaTeX or HTML file.

Javier Lopez-de-Lacalle javlacalle@yahoo.es and Ignacio Diaz-Emparanza Ignacio.Diaz-Emparanza@ehu.es

D. Kwiatkowski, P.C.B. Phillips, P. Schmidt and Y. Shin (1992), Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root? Journal of Econometrics, 54, 159-178.

KPSS.test.

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