Hi, When I look at ?adf.test I see:
A list with class "htest" containing the following components: statistic the value of the test statistic. parameter the lag order. p.value the p-value of the test. method a character string indicating what type of test was performed. data.name a character string giving the name of the data. alternative a character string describing the alternative hypothesis So why don't you try ht$p.value instead, just as the help file tells you? Sarah On Fri, Mar 22, 2013 at 10:03 AM, Yuan, Rebecca <rebecca.y...@bankofamerica.com> wrote: > Hello all, > > I tried to extract the p-value from adf.test in tseries; however, I got the > error message such as > >> ht=adf.test(list.var$aa) >> ht$p-value > Error in ht$p - value : non-numeric argument to binary operator >> ht > > Augmented Dickey-Fuller Test > > data: list.var$aa > Dickey-Fuller = -2.3147, Lag order = 4, p-value = 0.4461 > alternative hypothesis: stationary > >> ht$data > [1] "list.var$aa" >> ht$p-value > Error in ht$p - value : non-numeric argument to binary operator >> ht$p > NULL > > I do not have problem extracting the data in ht, but why not p-value? Is that > because the "-" between "p" and "value"? > > Thanks, > > Rebecca > -- Sarah Goslee http://www.functionaldiversity.org ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
