Re: [R] Elliott's efficient unit root test

From: Jorge Ivan Velez <jorgeivanvelez_at_gmail.com>
Date: Tue, 24 Jun 2008 13:18:00 -0400

Dear Keli,

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HTH, Jorge

2008/6/24 Xu, Ke-Li <keli.xu_at_ualberta.ca>:

> Dear Gustaf and Stephen,
>
>
>
> The lines work - Thank you very much. "@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]]
> >
> > ______________________________________________
> > R-help_at_r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> >
>
>
>
> --
> Gustaf Rydevik, M.Sci.
> tel: +46(0)703 051 451
> address:Essingetorget 40,112 66 Stockholm, SE
> skype:gustaf_rydevik
>
> ______________________________________________
> R-help_at_r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
>
>
>
> --
> Let's not spend our time and resources thinking about things that are so
> little or so large that all they really do for us is puff us up and make us
> feel like gods. We are mammals, and have not exhausted the annoying little
> problems of being mammals.
>
> -K. Mullis
>
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help_at_r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Tue 24 Jun 2008 - 17:21:39 GMT

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