adfstat-class             package:uroot             R Documentation

"_a_d_f_s_t_a_t" _C_l_a_s_s

_D_e_s_c_r_i_p_t_i_o_n:

     This class contains information from the Augmented Dickey-Fuller
     unit root test.

_S_l_o_t_s:

     '_w_t_s': Object of class '"ts"': Original time series.

     '_i_t_s_d': Object of class '"numeric"': Deterministic regressors
          included in the auxiliar regression, namely intercept, trend,
          and/or seasonal dummies.

     '_r_e_g_v_a_r': Object of class '"maybeRegvar"': Regressor variables
          included in auxiliar regression.

     '_s_e_l_e_c_t_l_a_g_s': Object of class '"list"': Method for selecting lags
          and the maximum order considered.

     '_r_e_g_v_a_r_c_o_e_f_s': Object of class '"maybeRegvar"': Regressor
          variables estimates.

     '_l_a_g_s_o_r_d_e_r': Object of class '"maybeLags"': Selected lags order.

     '_l_a_g_c_o_e_f_s': Object of class '"maybeLags"': Lags estimates.

     '_r_e_s': Object of class '"numeric"': Residuals from the auxiliar
          regression.

     '_l_m_a_d_f': Object of class '"lm"': Auxiliar regression fitted.

     '_s_t_a_t': Object of class '"matrix"': ADF statistic.

_M_e_t_h_o_d_s:

     _s_h_o_w. Show the relevant information from the ADF test.

     _s_u_m_m_a_r_y. Summarize ADF test regression.

     _u_r_t._x_t_a_b_l_e. Summarize the main information from the test and
          convert it in an xtable object, which can be printed as a
          LaTeX or HTML table.

     _s_a_v_e._x_t_a_b_l_e. Save the information in the xtable object to a LaTeX
          or HTML file.

_A_u_t_h_o_r(_s):

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

_R_e_f_e_r_e_n_c_e_s:

     D.A. Dickey and W.A. Fuller (1981), Likelihood ratio statistics
     for autoregressive time series with a unit root. _Econometrica_,
     *49*, 1057-1071.

     W.A. Fuller (1976), Introduction to Statistical Time Series. Jonh
     Wiley, New York.

_S_e_e _A_l_s_o:

     'ADF.test'.

