Srho.test-class: Class "Srho.test"
Description
A class of tests for serial dependence and nonlinearity based upon Srho.Objects from the Class
Objects can be created by calls of the form new("Srho.test", ...).Slots
.Data:- Object of class
"numeric": contains Srho computed on the data set. call:- Object of class
"call": contains the call to the routine. call.h:- Object of class
"call": contains the call to the routine used for obtaining the surrogates or the bootstrap replicates under the null hypothesis. quantiles:- Object of class
"matrix": contains the quantiles of the bootstrap/permutation distribution under the null hypothesis. test.type:- Object of class
"character": contains a description of the type of test performed. significant.lags:- Object of class
"list": contains the lags at which Srho exceeds the confidence bands at quant under the null hypothesis. p.value:- Object of class
"numeric": contains the bootstrap p-value for each lag. lags:- Object of class
"integer": contains the lags at which Srho is computed. stationary:TRUE if the stationary version is computed.data.type:- Object of class
"character": contains the data type. notes:- Object of class
"character": additional notes.
Extends
Class "Srho", directly.Methods
- plot
signature(x = "Srho.test", y = "missing"): ... - show
signature(object = "Srho.test"): ...