chrecst-class             package:uroot             R Documentation

"_c_h_r_e_c_s_t" _C_l_a_s_s

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

     This class contains information from the Canova-Hansen unit root
     test computed recursively along subsamples of the original data.

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

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

     '_t_y_p_e': Object of class '"character"': how the subsamples are
          defined.

     '_n_s_u_b': Object of class '"numeric"': the number of observations in
          each subsample.

     _f_r_e_c a vector indicating the frequencies to analyse.

     _f_0 a 0-1 (No-Yes) vector of length one indicating wether a first
          lag of the dependent variable is included or not in the
          auxiliar regression. See details.

     _D_e_t_T_r a logical argument. If TRUE a linear trend is included in
          the auxiliar regression.

     _l_t_r_u_n_c {lag truncation parameter. By default, lag truncation
          parameter. By default, eqn{3*sqrt(length(wts))/13}

     '_r_e_c_s_t_a_t_s': Object of class '"matrix"': statistics in each
          subsample.

     '_e_l_a_p_s': Object of class '"list"': elapsed time during
          computation.

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

     _p_l_o_t. 'signature(x = "chrecst", y = "missing")': Plot the CH
          statistics along the subsamples.

     _s_h_o_w. Show the CH statistics in each subsample.

_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:

     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.

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

     'CH.rectest'.

