Does anyone know how to retrieve the residuals after running an ERS unit root
test on a time series (urca package)? There are no 'residuals' or 'res' (or
similar) slots in the ur.ers-class, but a plot instruction - ie
plot(ur.ers(....)) renders amongst other things a residual plot.
If an augmented Dickey-Fuller test is run, an object of ur.df-class is
generated which contains a 'res' slot vector of residuals, but with the
ur.ers-class, I couldn't figure out how to send the residuals that are plotted
to an object as I can't find the vector with the values.
Regards,
Jose
Mr José Luis Iparraguirre
Senior Research Economist
Economic Research Institute of Northern Ireland
2 -14 East Bridge Street
Belfast BT1 3NQ
Northern Ireland
United Kingdom
Tel: +44 (0)28 9072 7365
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