R: Representation of class sumurca

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 \bold{β} where applicable, otherwise set to `NULL`.

`A`:

  The matrix containing the restrictions placed upon \bold{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 1.3-0 Index]