Hi,
How can I access the Values stored in kpssstat-class given by KPSS.test
function and store it in a variable.
For example:
>x <- rnorm(1000)
>test <- KPSS.test(ts(x))
>test
---- ----
KPSS test
---- ----
Null hypotheses: Level stationarity and stationarity around a linear trend.
Alternative hypothesis: Unit root.
----
Statistic for the null hypothesis of
level stationarity: 0.138
Critical values:
0.10 0.05 0.025 0.01
0.347 0.463 0.574 0.739
----
Statistic for the null hypothesis of
trend stationarity: 0.038
Critical values:
0.10 0.05 0.025 0.01
0.119 0.146 0.176 0.216
----
Lag truncation parameter: 7
then store the test stat values in some variable say - result
Thanx in advance.
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