sumurca-class {urca} | R Documentation

## Representation of class sumurca

### Description

A class for objects returned by applying method summary() to objects from classes: `ur.ers`, `ca.jo`, `cajo.test`, `ur.kpss`, `ca.po`, `ur.pp`, `ur.df`, `ur.sp` or `ur.za`.

### Slots

`classname`:
  The class name of the original object to which method summary is applied.
`test.name`:
  The name of the test, i.e. `Johansen-Procedure'.
`testreg`:
  The test regression where applicable, otherwise set to `NULL`.
`teststat`:
  The test statististic where applicable, otherwise set to `NULL`.
`cval`:
  The critical values of the test where applicable, otherwise set to `NULL`.
`bpoint`:
  Potential break point where applicable, otherwise set to `NULL`.
`signif`:
  Significance level of the test where applicable, otherwise set to `NULL`.
`model`:
  Description of the underlying model where applicable, otherwise set to `NULL`.
`type`:
  The test type where applicable, otherwise set to `NULL`.
`auxstat`:
  The result of an auxiliary regression where applicable, otherwise set to `NULL`.
`lag`:
  The number of lags included where applicable, otherwise set to `NULL`.
`H`:
  The matrix containing the restrictions placed upon β where applicable, otherwise set to `NULL`.
`A`:
  The matrix containing the restrictions placed upon α where applicable, otherwise set to `NULL`.
`lambda`:
  The eigenvalues where applicable, otherwise set to `NULL`.
`pval`:
  The p-value and the degrees of freedom where applicable, otherwise set to `NULL`.
`V`:
  The matrix of eigenvectors, normalised with respect to the first variable where applicable, otherwise set to `NULL`.
`W`:
  The matrix of loading weights where applicable, otherwise set to `NULL`.
`P`:
  The count of variables where applicable, otherwise set to `NULL`.

### Methods

For this class a `print` method is available, that nicely prints the summary results of objects belonging to either one of the following classes: `ur.ers`, `ca.jo`, `cajo.test`, `ur.kpss`, `ca.po`, `ur.pp`, `ur.df`, `ur.sp` or `ur.za`.

### Author(s)

Bernhard Pfaff

### See Also

`summary`, `ur.ers-class`, `ur.kpss-class`, `ca.jo-class`, `cajo.test-class`, `ca.po-class`, `ur.pp-class`, `ur.df-class`, `ur.sp-class` and `ur.za-class`.

[Package urca version 1.2-3 Index]