partsm (version 1.1-2)

Ftest.partsm: Ftest.partsm Class

Description

This class contains the information provided by the \(F\)-tests available in the package 'partsm'.

Slots

test.label:

Object of class "character": A label to identify the test that the information is related to.

test.name:

Object of class "character": A one-line description of the test.

p:

Object of class "numeric": The order of the AR or PAR model.

Fstat:

Object of class "numeric": The \(F\)-statistic.

df:

Object of class "numeric": The freedom degrees.

pval:

Object of class "numeric": The \(p\)-value.

pvl:

Object of class "character": A symbol indicating the significance of the \(F\)-statistic according to usual codes, i.e. Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1.

h0md:

Object of class "lm": The summary of the model fitted for the null hypothesis.

hamd:

Object of class "ANY": The summary of the model fitted for the alternative hypothesis.

Methods

show:

This method reports the \(F\)-test statistic, the null and the alternative hypotheses entailed in the procedure, as well as the freedom degrees, the \(p\)-value and the codified \(p\)-value.

summary:

In addition to the information reported by show, a summary of the fitted models for the null and the alternative hypotheses is also added.

References

P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).

See Also

Fnextp.test, Fpar.test, Fsh.test, and Fpari.piar.test.