A class for objects returned by applying method summary() to objects
from classes: ur.ers, ca.jo, cajo.test,
ur.kpss, ca.po, ur.pp, ur.df, ur.sp
or ur.za.
classname:The class name of the original object to which method summary is applied.
test.name:The name of the test, i.e. `Johansen-Procedure'.
testreg:The test regression where applicable,
otherwise set to NULL.
teststat:The test statististic where applicable,
otherwise set to NULL.
cval:The critical values of the test where applicable,
otherwise set to NULL.
bpoint:Potential break point where applicable,
otherwise set to NULL.
signif:Significance level of the test where
applicable, otherwise set to NULL.
model:Description of the underlying model where applicable,
otherwise set to NULL.
type:The test type where applicable,
otherwise set to NULL.
auxstat:The result of an auxiliary regression where
applicable, otherwise set to NULL.
lag:The number of lags included where applicable,
otherwise set to NULL.
H:The matrix containing the restrictions placed upon
\(\bold{\beta}\) where applicable, otherwise set to NULL.
A:The matrix containing the restrictions placed upon
\(\bold{\alpha}\) where applicable, otherwise set to NULL.
lambda:The eigenvalues where applicable,
otherwise set to NULL.
pval:The p-value and the degrees of freedom where
applicable, otherwise set to NULL.
V:The matrix of eigenvectors, normalised with respect
to the first variable where applicable,
otherwise set to NULL.
W:The matrix of loading weights where applicable,
otherwise set to NULL.
P:The count of variables where applicable,
otherwise set to NULL.
For this class a print method is available, that nicely prints the
summary results of objects belonging to either one of the following
classes: ur.ers, ca.jo, cajo.test,
ur.kpss, ca.po, ur.pp, ur.df, ur.sp or
ur.za.
Bernhard Pfaff
summary, ur.ers-class,
ur.kpss-class, ca.jo-class,
cajo.test-class, ca.po-class,
ur.pp-class, ur.df-class,
ur.sp-class and ur.za-class.