chrecst-class {uroot} | R Documentation |
This class contains information from the Canova-Hansen unit root test computed recursively along subsamples of the original data.
wts
:"ts"
: Original time series.type
:"character"
: how the subsamples are defined.nsub
:"numeric"
: the number of observations in each subsample.recstats
:"matrix"
: statistics in each subsample.elaps
:"list"
: elapsed time during computation.signature(x = "chrecst", y = "missing")
: Plot the CH statistics along the
subsamples.Javier López-de-Lacalle javlacalle@yahoo.es and Ignacio Díaz-Emparanza Ignacio.Diaz-Emparanza@ehu.es
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.