Re: [R] Obtaining values from adfstat objects

[Matt33]

Thanks for the tip, Erik. I did check, but didn't see any $... elements to
choose from. For comparison, I checked another object class (lm) with the
str function, and it clearly showed $coefficients, $residuals, etc..

So it would seem that the usual approach doesn't work with adfstat
objects...
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[R] Obtaining values from adfstat objects

[Matt33]

Hi,

I'm using the ADF.test function in the uroot package to obtain an
adfstat-class object. I'm wondering how I can extract the values (test
statistic, p value, etc.) from this class, since it doesn't seem to have
usual values. I get the following summary, but I'm not sure how to do
anything with these values -- how can I put the number into another
variable?

  - -- - -- 
  Augmented Dickey & Fuller test
  - -- - -- 

  Null hypothesis: Unit root.
  Alternative hypothesis: Stationarity.


  ADF statistic:

Estimate Std. Error t value Pr(>|t|)
adf.reg   -0.997  0.123  -8.074 0.01

  Lag orders: 
  Number of available observations: 67 
Warning message:
In interpolpval(code = code, stat = adfreg[, 3], N = N) :
  p-value is smaller than printed p-value

Thanks.
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