kpssstat-class             package:uroot             R Documentation

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

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

     '_w_t_s': Object of class '"ts"': A univariate time series. The
          input.

     '_l_m_k_p_s_s': Object of class '"lm"': Auxiliar regression.

     '_l_t_r_u_n_c': Object of class '"numeric"': Lag truncation parameter.

     '_l_e_v_e_l_s_t': Object of class '"numeric"': Statistic for
          level-stationarity.

     '_t_r_e_n_d_s_t': Object of class '"numeric"': Statistic for stationarity
          around a deterministic trend

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

     _s_h_o_w 'signature(object = "kpssstat")': This method shows the
          relevant information from the KPSS test.

     _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. A range of lag truncation parameters are
          considered, three lags of order lower than that in the
          'kpssstat' object and three higher than that.

     _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. 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.test'.

