chstat-class {uroot} | R Documentation |
This class contains information from the Canova-Hansen test.
wts
:"ts"
: Original time series.frec
:"numeric"
: Analyzed frecuencies.DetTr
:"logical"
: Has a linear trend benn included.ltrunc
:"numeric"
: Lag truncation parameterFhat
:"matrix"
: Object for internal use.Omfhat
:"matrix"
: Object for internal use.MA
:"matrix"
: Object for internal use.stat
:"numeric"
: CH statistic.signature(object = "chstat")
: This method shows the relevant information from the
CH test.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.