R Graphical Manual

Last data update: 2014.03.03

Data Source

R Release (3.2.3)
CranContrib
BioConductor
All

Data Type

Packages
Functions
Images
Data set

Classification

Results 1 - 10 of 36 found.
[1] < 1 2 3 4 > [4] Sort:

summary-methods (Package: urca) : Methods for Function summary in Package `urca'

Summarises the outcome of unit root/cointegration tests by creating a new object of class sumurca.

● Data Source: CranContrib
● Keywords: methods
● Alias: summary, summary,ca.jo-method, summary,ca.po-method, summary,cajo.test-method, summary,ur.df-method, summary,ur.ers-method, summary,ur.kpss-method, summary,ur.pp-method, summary,ur.sp-method, summary,ur.za-method, summary-methods
● 0 images

ur.pp-class (Package: urca) : Representation of class ur.pp

This class contains the relevant information by applying the Phillips & Perron unit root test to a time series.

● Data Source: CranContrib
● Keywords: classes
● Alias: ur.pp-class
● 0 images

MacKinnonPValues (Package: urca) : MacKinnon's Unit Root p Values

A collection and description of functions to compute the distribution and and quantile function for MacKinnon's unit root test statistics.

● Data Source: CranContrib
● Keywords: distribution
● Alias: MacKinnonPValues
● 0 images

ca.po-class (Package: urca) : Representation of class ca.po

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

● Data Source: CranContrib
● Keywords: classes
● Alias: ca.po-class
● 0 images

plot-methods (Package: urca) : Methods for Function plot in Package urca

Plot methods for objects belonging to classes set in package urca. Depending on the unit root/cointegration test a suitable graphical presentation is selected.

● Data Source: CranContrib
● Keywords: methods
● Alias: plot, plot,ca.jo,missing-method, plot,ca.po,missing-method, plot,ur.df,missing-method, plot,ur.ers,missing-method, plot,ur.kpss,missing-method, plot,ur.pp,missing-method, plot,ur.sp,missing-method, plot,ur.za,missing-method, plot-methods
● 0 images

urca-class (Package: urca) : Class `urca'. Parent of classes in package `urca'

This class is the parent class of the specific classes designed holding the test specific information of the unit root/cointegration tests.

● Data Source: CranContrib
● Keywords: classes
● Alias: urca-class
● 0 images

alrtest (Package: urca) : Likelihood ratio test for restrictions on alpha

This function estimates a restricted VAR, where the restrictions are base upon old{α}, i.e. the loading vectors. The test statistic is distributed as χ^2 with r(p-m) degrees of freedom, with m equal to the columns of the restricting matrix old{A}.

● Data Source: CranContrib
● Keywords: regression
● Alias: alrtest
● 0 images

ca.jo-class (Package: urca) : Representation of class ca.jo

This class contains the relevant information by applying the Johansen procedure to a matrix of time series data.

● Data Source: CranContrib
● Keywords: classes
● Alias: ca.jo-class
● 0 images

ur.kpss (Package: urca) : Kwiatkowski et al. Unit Root Test

Performs the KPSS unit root test, where the Null hypothesis is stationarity. The test types specify as deterministic component either a constant "mu" or a constant with linear trend "tau".

● Data Source: CranContrib
● Keywords: regression
● Alias: ur.kpss
● 0 images

ur.za-class (Package: urca) : Representation of class ur.za

This class contains the relevant information by applying the Zivot & Andrews unit root test to a time series.

● Data Source: CranContrib
● Keywords: classes
● Alias: ur.za-class
● 0 images