urca (version 0.2-0)

ca.po-class: Representation of class `ca.po'

Description

This class contains the relevant information by applying the Phillips & Ouliaris Cointegration test to a data matrix.

Extends

Class "urca", directly.

References

Phillips, P.C.B. and Ouliaris, S. (1990), Asymptotic Properties of Residual Based Tests for Cointegration, Econometrica, Vol. 58, No. 1, 165--193.

See Also

ca.po, urca-class.