Re: [R] Obtaining values from adfstat objects
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, $residuals, etc.. So it would seem that the usual approach doesn't work with adfstat objects... -- View this message in context: http://www.nabble.com/Obtaining-values-from-adfstat-objects-tp15699940p15700174.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Obtaining values from adfstat objects
Try str(yourobject) to see the structure of the object. If there were a value called, say, p.value, you could then do: myvar <- yourobject$p.value This is just general advice, I don't know the specifics of the package you mention, but try this first. Best, Erik Iverson Matt33 wrote: > 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. __ R-help@r-project.org mailing list 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.
[R] Obtaining values from adfstat objects
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. -- View this message in context: http://www.nabble.com/Obtaining-values-from-adfstat-objects-tp15699940p15699940.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list 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.
