sumurca-class          package:urca          R Documentation(latin1)

_R_e_p_r_e_s_e_n_t_a_t_i_o_n _o_f _c_l_a_s_s _s_u_m_u_r_c_a

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

     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'.

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


     '_c_l_a_s_s_n_a_m_e': The class name of the original object to which method
          summary is applied.

     '_t_e_s_t._n_a_m_e': The name of the test, _i.e._ `Johansen-Procedure'.

     '_t_e_s_t_r_e_g': The test regression where applicable, otherwise set to
          'NULL'.

     '_t_e_s_t_s_t_a_t': The test statististic where applicable, otherwise set
          to 'NULL'.

     '_c_v_a_l': The critical values of the test where applicable,
          otherwise set to 'NULL'.

     '_b_p_o_i_n_t': Potential break point where applicable, otherwise set to
          'NULL'.

     '_s_i_g_n_i_f': Significance level of the test where applicable,
          otherwise set to 'NULL'.

     '_m_o_d_e_l': Description of the underlying model where applicable,
          otherwise set to 'NULL'.

     '_t_y_p_e': The test type where applicable, otherwise set to 'NULL'.

     '_a_u_x_s_t_a_t': The result of an auxiliary regression where applicable,
          otherwise set to 'NULL'.

     '_l_a_g': The number of lags included where applicable, otherwise set
          to 'NULL'.

     '_H': The matrix containing the restrictions placed upon *beta*
          where applicable, otherwise set to 'NULL'.

     '_A': The matrix containing the restrictions placed upon *alpha*
          where applicable, otherwise set to 'NULL'.

     '_l_a_m_b_d_a': The eigenvalues where applicable, otherwise set to
          'NULL'.

     '_p_v_a_l': 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'.

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

     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'.

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

     Bernhard Pfaff

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

     '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'.

