| chstat-class {uroot} | R Documentation |
This class contains information from the Canova-Hansen test.
wts:"ts": Original time series.frec:"numeric": Analyzed frecuencies.DetTr:"logical": Has a linear trend benn included.ltrunc:"numeric": Lag truncation parameterFhat:"matrix": Object for internal use.Omfhat:"matrix": Object for internal use.MA:"matrix": Object for internal use.stat:"numeric": CH statistic.signature(object = "chstat"): This method shows the relevant information from the
CH test.Javier López-de-Lacalle javlacalle@yahoo.es and Ignacio Díaz-Emparanza Ignacio.Diaz-Emparanza@ehu.es
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.