[R] Obtaining values from adfstat objects

From: Matt33 <matthew_nowak_at_otpp.com>
Date: Tue, 26 Feb 2008 13:02:49 -0800 (PST)

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?

  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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