ur.df(y, type = c("none", "drift", "trend"), lags = 1)
in urca.
this gives me all out put .but i need only p.value fromm the
output.
when i run the following command
ur.df(y, type = c("none", "drift", "trend"), lags =
1)$p.value
this in response null.kindly help me in this regard. thanks
With Best Regards
Hello Zahid,
you do not need to send your message three times to the list. As
the package's documentation outlines: 'urca' utilises formal classes
(i.e. S4). Hence, to obtain slots, you should use '@' and not '$'.
Anyway, who is telling you, that p.value is a slot of a returned ur.df
object? At least not ?ur.df. Now, if you take a look at ?UnitrootTests
in package 'fSeries' you will read that these test implementation do
contain p.values, hence:
library(urca)
library(fSeries)
## to generate some data use the example
example(UnitrootTests)
test.adf <- adfTest(y, type = 'c')
slotNames(test.adf)
names([EMAIL PROTECTED])
[EMAIL PROTECTED]
Best,
Bernhard
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