[R] Obtaining values from adfstat objects

[Erik Iverson]

Try str(yourobject) to see the structure of the object.  If there were a 
value called, say, p.value, you could then do:

myvar <- yourobject$p.value

This is just general advice, I don't know the specifics of the package 
you mention, but try this first.

Best,
Erik Iverson

Matt33 wrote:
> Hi,
> 
> I'm using the ADF.test function in the uroot package to obtain an
> adfstat-class object. I'm wondering how I can extract the values (test
> statistic, p value, etc.) from this class, since it doesn't seem to have
> usual values. I get the following summary, but I'm not sure how to do
> anything with these values -- how can I put the number into another
> variable?
> 
>   --------- ------ - ------ ----
>   Augmented Dickey & Fuller test
>   --------- ------ - ------ ----
> 
>   Null hypothesis: Unit root.
>   Alternative hypothesis: Stationarity.
> 
> ----
>   ADF statistic:
> 
>         Estimate Std. Error t value Pr(>|t|)
> adf.reg   -0.997      0.123  -8.074     0.01
> 
>   Lag orders: 
>   Number of available observations: 67 
> Warning message:
> In interpolpval(code = code, stat = adfreg[, 3], N = N) :
>   p-value is smaller than printed p-value
> 
> Thanks.