[R] Extracting slots from an object (e.g.: object produced by unit root test function urdfTest)
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.
Re: [R] Extracting slots from an object (e.g.: object produced by unit root test function urdfTest)
Thank you very much. Could we extract the p-value in the output of the ur.df function? Does there exist any unit root test function where the p-value can be extracted? Thanks! An example for ur.df function: data(Raotbl3) attach(Raotbl3) lc.df - ur.df(y=lc, lags=3, type='trend') summary(lc.df) 2015-03-13 1:23 GMT+08:00 David Winsemius dwinsem...@comcast.net: 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 [[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.
Re: [R] Extracting slots from an object (e.g.: object produced by unit root test function urdfTest)
On Mar 12, 2015, at 7:49 PM, jpm miao wrote: Thank you very much. Could we extract the p-value in the output of the ur.df function? Does there exist any unit root test function where the p-value can be extracted? Thanks! If this were an S3 function, it would be a fairly simple operation to hack that code so that it actually delivered what was promised. Then you could use the code you originally attempted. It's not a very large function. In fact I see no reason why you couldn't extract the code you needed and make an S3 function. Or even just use `summary` on the first argument and pull the p-value from the returned object. Many possibilities. -- David. An example for ur.df function: data(Raotbl3) attach(Raotbl3) lc.df - ur.df(y=lc, lags=3, type='trend') summary(lc.df) 2015-03-13 1:23 GMT+08:00 David Winsemius dwinsem...@comcast.net: 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 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.
Re: [R] Extracting slots from an object (e.g.: object produced by unit root test function urdfTest)
Sorry. Let me modify the question: Does there exist any unit root test function (with trend or intercept) where the p-value can be extracted? The function adf.test in tseries package does return the p-value, but there's no choice of trend or intercept. Thanks. 2015-03-13 10:49 GMT+08:00 jpm miao miao...@gmail.com: Thank you very much. Could we extract the p-value in the output of the ur.df function? Does there exist any unit root test function where the p-value can be extracted? Thanks! An example for ur.df function: data(Raotbl3) attach(Raotbl3) lc.df - ur.df(y=lc, lags=3, type='trend') summary(lc.df) 2015-03-13 1:23 GMT+08:00 David Winsemius dwinsem...@comcast.net: 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 [[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.
Re: [R] Extracting slots from an object (e.g.: object produced by unit root test function urdfTest)
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.
