kpssrecst-class            package:uroot            R Documentation

"_k_p_s_s_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
     Kwiatkowski-Phillips-Schmidt-Shin 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.

     _l_t_r_u_n_c normal-bracket21bracket-normallag truncation parameter. By
          default, lag truncation parameter. By default,
          eqnnormal-bracket20bracket-normal3*sqrt(length(wts))/13normal
          -bracket20bracket-normal

     '_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 = "kpssrecst", y = "missing").': Plot the KPSS
          statistics along the subsamples.

     _s_h_o_w 'signature(object = "kpssrecst")': Show the KPSS 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:

     D. Kwiatkowski, P.C.B. Phillips, P. Schmidt and Y. Shin (1992),
     Testing the null hypothesis of stationarity against the
     alternative of a unit root: How sure are we that economic time
     series have a unit root? _Journal of Econometrics_, *54*, 159-178.

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

     'KPSS.rectest'.

