Last data update: 2014.03.03
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R: Class "Srho.test"
Srho.test-class | R Documentation |
Class "Srho.test"
Description
A class of tests for serial dependence and nonlinearity based upon Srho .
Objects from the Class
Objects can be created by calls of the form new("Srho.test", ...) .
Slots
.Data :Object of class "numeric" : contains Srho computed on the data set.
call :Object of class "call" : contains the call to the routine.
call.h :Object of class "call" : contains the call to the routine used for obtaining the surrogates or the bootstrap replicates under the null hypothesis.
quantiles :Object of class "matrix" : contains the quantiles of the bootstrap/permutation distribution under the null hypothesis.
test.type :Object of class "character" : contains a description of the type of test performed.
significant.lags :Object of class "list" : contains the lags at which Srho exceeds the confidence bands at quant under the null hypothesis.
p.value :Object of class "numeric" : contains the bootstrap p-value for each lag.
lags :Object of class "integer" : contains the lags at which Srho is computed.
stationary :TRUE if the stationary version is computed.
data.type :Object of class "character" : contains the data type.
notes :Object of class "character" : additional notes.
Extends
Class "Srho" , directly.
Methods
- plot
signature(x = "Srho.test", y = "missing") : ...
- show
signature(object = "Srho.test") : ...
Author(s)
Simone Giannerini <simone.giannerini@unibo.it>
See Also
See Also Srho
Examples
showClass("Srho.test")
Results
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