Re: [R] Obtaining values from adfstat objects

From: Erik Iverson <iverson_at_biostat.wisc.edu>
Date: Tue, 26 Feb 2008 15:06:03 -0600

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.



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