| LRur.partsm {partsm} | R Documentation |
This class contains the information provided by LRurpar.test.
test.label:"character": A label to identify the test.test.name:"character": A one-line descriptio of the test.p:"numeric": The lag order parameter of the model.LR:"numeric": The LR statistic.LRtau:"numeric": The one side test statistic.h0nls:"matrix": The estimated coefficients of the non-linear PIAR
model.halm:"lm": The estimated PAR model for the alternative
hypotheses.show:summary:show but a summary of the null and the
alternative hypotheses is also displayed.Javier López-de-Lacalle javlacalle@yahoo.es.
P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).