y
:"vector"
: The time series to
be tested.type
:"character"
: Test type,
"rho"
or "tau"
test statistic.polynomial
:"integer"
:
Deterministic trend specificationsignif
:"numeric"
: Critical values.teststat
:"numeric"
: Value of
the test statistic.cval
:"numeric"
: The critical
values, depending on "signif"
, "polynomial"
and the
sample size.res
:"vector"
: The residuals of
the test regression.testreg
:"ANY"
: The summary
output of the test regression.test.name
:"character"
: The
name of the test, i.e. `"Schmidt \& Phillips'.urca
, directly.showMethods(classes="ur.sp")
at the R prompt for a
complete list of methods which are available for this class. Useful methods include
show
:summary
:plot
:Download possible at: http://cowles.econ.yale.edu/, see rubric 'Discussion Papers (CFDPs)'.
ur.sp
and urca-class
.