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.
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