Hello Anne,
the function 'ur.pp' contained in the package 'urca' has been ported
into the package 'fSeries' (see the documentaion of ?urppTest).
help(ur.pp-class, package=urca) will tell you that p-values are not
part of this class, i.e., these are not computed but critical values are
returned.
If you would still like a reply to this post, please provide a
simple, self-contained example illustrating the problem you want to
solve (as suggested in the posting guide
www.R-project.org/posting-guide.html). I didn't find one in your email
nor in the 'urppTest' help file nor in
Dear List,
How do I pick the p-value out of the urppTest result?
For adfTest the p-value can be extracted by
[EMAIL PROTECTED]
following
A2 - adfTest(myData[,i], lags=2, type=c(c))
What do I do for urppTest? The above doesn't seem to work. There is a slot
@test with
$output, which is a
