Dear List,
How do I pick the p-value out of the urppTest result?
For adfTest the p-value can be extracted by
[EMAIL PROTECTED]
following
A2 <- adfTest(myData[,i], lags=2, type=c("c"))
What do I do for urppTest? The above doesn't seem to work. There is a slot
@test with
$output, which is a list of various test results that didn't want to give away
only the
p-value (I'm fairly new to R, so this might well be my fault).
I thought I had found a way around this by
# dissolve testresult into lines
listasvectors <- unlist([EMAIL PROTECTED])
# pick the line containing p-value
getpvalue <- unlist(strsplit(listasvectors[17], " "))
# isolate the p-value (number only)
getpvalue[14]
However, I'm doing this in a loop and it seems for each test result there is a
different
number of entries or seperators " ". For example, "<" sometimes ends up being
displayed as
the p-value.
I'd be very happy about any help on how to extract the p-value.
Thanks,
Katrin
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