Re: [R] R help

From: Gustaf Rydevik <gustaf.rydevik_at_gmail.com>
Date: Tue, 24 Jun 2008 12:49:25 +0200

dear Xu,

does:
>library(urca)
>example(ur.ers)
>ers.gnp
>str(ers.gnp)
>ers.gnp_at_teststat

,do what you want?
(this reminds me that I have to learn S4 sometime) best,

Gustaf Rydevik

On Tue, Jun 24, 2008 at 3:52 AM, Xu, Ke-Li <keli.xu_at_ualberta.ca> wrote:
> Dear Sir/Madam,
>
> I found your email address and your correspondence with R-users. I hope
> you could help me with this question about the function "ur.ers" in the
> package of "urca". It is an improved unit root test (Elliott et al. 1996
> Econometrica). Do you know how to extract the value of the test
> statistic from the output? The only thing I can get is the print-out of
> all results including the test statistic. But I am wondering whether the
> value is saved somewhere, like g$coef will give you the estimated
> coefficient, where g is a linear model lm object.
>
> Thank you very much.

>
> Best regards,
> Keli Xu
>
>
> [[alternative HTML version deleted]]
>
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>

-- 
Gustaf Rydevik, M.Sci.
tel: +46(0)703 051 451
address:Essingetorget 40,112 66 Stockholm, SE
skype:gustaf_rydevik

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Received on Tue 24 Jun 2008 - 10:52:47 GMT

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