Ftest.partsm {partsm} | R Documentation |
This class contains the information provided by the F-tests available in the package
'partsm'
.
test.label
:"character"
: A label to identify the test that the
information is related to.test.name
:"character"
: A one-line description of the test.p
:"numeric"
: The order of the AR or PAR model.Fstat
:"numeric"
: The F-statistic.df
:"numeric"
: The freedom degrees.pval
:"numeric"
: The p-value.pvl
:"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
:"lm"
: The summary of the model fitted for the null
hypothesis.hamd
:"ANY"
: The summary of the model fitted for the
alternative hypothesis.
show
:summary
:show
, a summary of the fitted
models for the null and the alternative hypotheses is also added.Javier Lopez-de-Lacalle javlacalle@yahoo.es.
P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).
Fnextp.test
, Fpar.test
, Fsh.test
, and
Fpari.piar.test
.