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
.
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)
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
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
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
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