On Mar 12, 2015, at 1:04 AM, jpm miao wrote: > 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!!! If you look at the code by typing: fUnitRoots::urdfTest, you should quickly see why you are seeing text output: That function is doing the equivalent of a console screenscrape: ... output = capture.output(summary(urca))[-(1:4)] ... # and then assigns a trimmed version of that result to the `test`- slot. So the documentation is misleading in suggesting that a list object is being returned in the `test` slot. It's just a character vestor. -- > >> 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" > That is being displayed as a multi-element text object. You instead need to show the code that actually created that object. >> 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]] Please learn to post in palin text. -- David Winsemius Alameda, CA, USA ______________________________________________ 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.