Time Series Analysis Package
OUTSTATIONARITY Object
The OUTSTATIONARITY object collects output from a STATIONARITY object.
Table 25 summarizes the methods that are associated with the OUTSTATIONARITY object.
Table 25: Methods of the OUTSTATIONARITY Object
Figure 16 diagrams the methods of the OUTSTATIONARITY object.
Figure 16: OUTSTATIONARITY Data Flow
OUTSTATIONARITY Methods
OUTSTATIONARITY.Collect Method
rc=obj.Collect (STATIONARITYObj);
Collects the results from a STATIONARITY object and saves them to a table.
Arguments
You must specify the following input argument:
- STATIONARITYObj
is a character string that specifies the name of the STATIONARITY object to use as the source of the stationarity test analysis results.
OUTSTATIONARITY.nrows Attribute
nrows=obj.nrows ();
Gets the current row count from the OUTSTATIONARITY object.
Arguments
There are no arguments associated with this method.
Output Table Schema
The collector object, OUTSTATIONARITY, collects the results of a STATIONARITY object.
- OUTSTATIONARITY
-
The output table contains the columns shown in Table 26.
Table 26: OUTSTATIONARITY Output Table Contents
Column Description Method Unit root test method MethodCode Short code for the unit root test method Type Unit root test type TypeCode Short code for the unit root test type Lags Time lag Rho Regression test statistic. This column has missing values when the method is random walk with drift. ProbRho Regression test probability value. This column has missing values when the method is random walk with drift Tau Studentized test statistic ProbTau Studentized test probability value F F-test statistic. This column has missing values when the method is seasonal augmented Dickey-Fuller, random walk with drift, or Phillips-Perron. It also has missing values for the (nonseasonal) augmented Dickey-Fuller test when the test type is zero mean. ProbF F-test probability value. This column has missing values when the method is seasonal augmented Dickey-Fuller, random walk with drift, or Phillips-Perron. It also has missing values for the (nonseasonal) augmented Dickey-Fuller test when the test type is zero mean.