R: Methods for Function show in Package 'urca'

show-methods {urca} | R Documentation

## Methods for Function show in Package ‘urca’

### Description

Displays the outcome of the unit root/cointegration tests.

### Methods

object = "ca.jo"

  Displays the test statistic of the Johansen procedure.

object = "cajo.test"

  Displays the test statistic of a restricted VAR with respect to \bold{α} and/or \bold{β}.

object = "ca.po"

  Displays the test statistic of the Phillips \& Ouliaris cointegration test.

object = "ur.df"

  Displays the test statistic of the Augmented, Dickey and Fuller unit root test.

object = "ur.ers"

  Displays the test statistic of the Elliott, Rothenberg \& Stock unit root test.

object = "ur.kpss"

  Displays the test statistic of the Kwiatkowski et al. unit root test.

object = "ur.pp"

  Displays the test statistic of the Phillips \& Perron unit root test.

object = "ur.df"

  Displays the test statistic of the augmented Dickey-Fuller unit root test.

object = "ur.sp"

  Displays the test statistic of the Schmidt \& Phillips unit root test.

object = "ur.za"

  Displays the test statistic of the Zivot \& Andrews unit root test.

object = "sumurca"

  Displays the summary output.

### Author(s)

Bernhard Pfaff

### See Also

`ca.jo-class`, `cajo.test-class`, `ca.po-class`, `ur.ers-class`, `ur.kpss-class`, `ur.pp-class`, `ur.sp-class`, `ur.df-class` and `ur.za-class`.

### Examples

    data(nporg)
    gnp <- na.omit(nporg[, "gnp.r"])
    gnp.l <- log(gnp)
    #
    ers.gnp <- ur.ers(gnp, type="DF-GLS", model="trend", lag.max=4)
    show(ers.gnp)
    #
    kpss.gnp <- ur.kpss(gnp.l, type="tau", lags="short")
    show(kpss.gnp)
    #
    pp.gnp <- ur.pp(gnp, type="Z-tau", model="trend", lags="short")
    show(pp.gnp)
    #
    df.gnp <- ur.df(gnp, type="trend", lags=4)
    show(df.gnp)
    #
    sp.gnp <- ur.sp(gnp, type="tau", pol.deg=1, signif=0.01)
    show(sp.gnp)
    #
    za.gnp <- ur.za(gnp, model="both", lag=2)
    show(za.gnp)
    #
    data(denmark)
    sjd <- denmark[, c("LRM", "LRY", "IBO", "IDE")]
    sjd.vecm <- ca.jo(sjd, ecdet = "const", type="eigen", K=2, season=4)
    show(sjd.vecm)
    #
    HD0 <- matrix(c(-1, 1, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 1), c(5,4))
    show(blrtest(sjd.vecm, H=HD0, r=1))

[Package urca version 1.3-0 Index]