| Ftest.partsm {partsm} | R Documentation |
This class contains the information provided by the F-tests available in the package
'partsm'.
test.label:"character": A label to identify the test that the
information is related to.test.name:"character": A one-line description of the test.p:"numeric": The order of the AR or PAR model.Fstat:"numeric": The F-statistic.df:"numeric": The freedom degrees.pval:"numeric": The p-value.pvl:"character": A symbol indicating the significance of the
F-statistic according to usual codes, i.e. Signif. codes: 0 '***' 0.001 '**' 0.01 '*'
0.05 '.' 0.1 ' ' 1.h0md:"lm": The summary of the model fitted for the null
hypothesis.hamd:"ANY": The summary of the model fitted for the
alternative hypothesis.show:summary:show, a summary of the fitted
models for the null and the alternative hypotheses is also added.Javier López-de-Lacalle javlacalle@yahoo.es.
P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).
Fnextp.test, Fpar.test, Fsh.test, and
Fpari.piar.test.