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
$\bold{\beta}$ where applicable, otherwise set to
NULL. A:- The matrix containing the restrictions placed upon
$\bold{\alpha}$ 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.