R help - Feb 2008 - Obtaining values from adfstat objects

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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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.

Thanks for the tip, Erik. I did check, but didn't see any $... elements to
choose from. For comparison, I checked another object class (lm) with the
str function, and it clearly showed $coefficients, $residuals, etc..

So it would seem that the usual approach doesn't work with adfstat
objects...
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