[R] Elliott's efficient unit root test

From: Xu, Ke-Li <keli.xu_at_ualberta.ca>
Date: Tue, 24 Jun 2008 11:10:11 -0600

Dear Gustaf and Stephen,  

The lines work - Thank you very much. “_at_teststat” is exactly what I want.  

I think the forums are very helpful. Could you kindly let me know how to be a member since my message was held because of “Post by non-member to a members-only list”.  

Thanks again.  

Keli


From: stephen sefick [mailto:ssefick_at_gmail.com] Sent: 2008年6月24日 4:54 To: Gustaf Rydevik
Cc: Xu, Ke-Li; r-help_at_stat.math.ethz.ch
Subject: Re: [R] R help  

A comment from the peanut gallery- It is always good to write an explicative title because it facilitates searching in the forums. thanks

Stephen

On Tue, Jun 24, 2008 at 6:49 AM, Gustaf Rydevik <gustaf.rydevik_at_gmail.com> wrote:

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 - 17:17:56 GMT

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