Hi, I run a statistical test function in the package "fUnitRoots" that returns a S4 object but I am wondering how to extract the p-value, one of the output elements.
The document of the function "urdfTest": ..... All tests return an object of class "fHTEST" with the following slots: @call ..... @test a list object which holds the output of the underlying test function. @title ..... The entries of the @test slot include the following components: $statistic ...... $p.value the p-value of the test. ..... (end) I store the result of the test test in an element of a list (adf1["r3m"][[1]]), and I want to extract the p-value. I was expecting the p-value via adf1["r3m"][[1]]@test$p.value but it gives only an error message. Could someone tell me how to extract the p-value? Thanks!!! >adf1["r3m"][[1]]<-urdfTest(dat[,i], lags = 1, type = "ct") > adf1["r3m"][[1]] [1] " " [2] " Test regression trend " [3] " " [4] " Call:" [5] " lm(formula = z.diff ~ z.lag.1 + 1 + tt + z.diff.lag)" [6] " " [7] " Residuals:" [8] " Min 1Q Median 3Q Max " [9] " -3.0785 -0.0485 0.0072 0.0627 3.5672 " [10] " " [11] " Coefficients:" [12] " Estimate Std. Error t value Pr(>|t|) " [13] " (Intercept) -1.733e-02 9.529e-03 -1.818 0.06910 . " [14] " z.lag.1 -7.060e-03 2.343e-03 -3.013 0.00261 ** " [15] " tt 5.299e-06 4.927e-06 1.076 0.28221 " [16] " z.diff.lag -1.035e-01 1.859e-02 -5.569 2.81e-08 ***" [17] " ---" [18] " Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1" [19] " " [20] " Residual standard error: 0.2107 on 2864 degrees of freedom" [21] " Multiple R-squared: 0.01461,\tAdjusted R-squared: 0.01358 " [22] " F-statistic: 14.15 on 3 and 2864 DF, p-value: 3.716e-09" [23] " " [24] " " [25] " Value of test-statistic is: -3.0134 3.0697 4.5828 " [26] " " [27] " Critical values for test statistics: " [28] " 1pct 5pct 10pct" [29] " tau3 -3.96 -3.41 -3.12" [30] " phi2 6.09 4.68 4.03" [31] " phi3 8.27 6.25 5.34" > adf1["r3m"][[1]]@test Error: trying to get slot "test" from an object of a basic class ("character") with no slots > adf1["r3m"][[1]]@test$p-value Error: trying to get slot "test" from an object of a basic class ("character") with no slots [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.