LRur.partsm {partsm} | R Documentation |
This class contains the information provided by LRurpar.test
.
test.label
:"character"
: A label to identify the test.test.name
:"character"
: A one-line descriptio of the test.p
:"numeric"
: The lag order parameter of the model.LR
:"numeric"
: The LR statistic.LRtau
:"numeric"
: The one side test statistic.h0nls
:"matrix"
: The estimated coefficients of the non-linear PIAR
model.halm
:"lm"
: The estimated PAR model for the alternative
hypotheses.
show
:summary
:show
but a summary of the null and the
alternative hypotheses is also displayed.Javier Lopez-de-Lacalle javlacalle@yahoo.es.
P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).