new("urca", ...),
but most often the slot test.name is set by calling one of the
unit root/cointegration functions, e.g ur.za.test.name:"character". The
name of the unit root/cointegration test.ur.ers-class, ur.kpss-class,
ca.jo-class, ca.po-class,
ur.pp-class, ur.sp-class
and ur.za-class.