chstat-class {uroot}R Documentation

"chstat" Class

Description

This class contains information from the Canova-Hansen test.

Slots

wts:
Object of class "ts": Original time series.
frec:
Object of class "numeric": Analyzed frecuencies.
DetTr:
Object of class "logical": Has a linear trend benn included.
ltrunc:
Object of class "numeric": Lag truncation parameter
Fhat:
Object of class "matrix": Object for internal use.
Omfhat:
Object of class "matrix": Object for internal use.
MA:
Object of class "matrix": Object for internal use.
stat:
Object of class "numeric": CH statistic.

Methods

show.
signature(object = "chstat"): This method shows the relevant information from the CH test.
urt.xtable.
Summarize the main information from the test and convert it in an xtable object, which can be printed as a LaTeX or HTML table.
save.xtable.
Save the information in the xtable object to a LaTeX or HTML file.

Author(s)

Javier López-de-Lacalle javlacalle@yahoo.es and Ignacio Díaz-Emparanza Ignacio.Diaz-Emparanza@ehu.es

References

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.

See Also

CH.test.


[Package uroot version 1.4 Index]