R help - Jan 2007 - problem in adf command

this command is used in tseries 

adf.test(x, alternative = c("stationary", "explosive"),

         k = trunc((length(x)-1)^(1/3)))

this command apply adf test on data given in x .here general 

equatiuon 

that is, equation with constant and trend is used.if i did not include 

constant or trend in the equation and run the

command then how i can run this command in tseries.

 
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>that is, equation with constant and trend is used.if i did not include 
>
>constant or trend in the equation and run the
>
>command then how i can run this command in tseries.
>
> 
Dear Zahid,

you can employ ur.df() in package 'urca' or the wrapped functions from
'urca' contained in package 'fSeries', see ?ur.df and
?UnitrootTests for
more information, respectively.

Best,
Bernhard
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ur.df(y, type = c("none", "drift", "trend"), lags
= 1)

	 in urca.
	this gives me all out put .but i need only p.value fromm the
output.
	
	when i run the following command 
	ur.df(y, type = c("none", "drift", "trend"), lags
1)$p.value
	this in response null.kindly help me in this regard. thanks
	With  Best Regards


Hello Zahid,
	 
	you do not need to send your message three times to the list. As
the package's documentation outlines: 'urca' utilises formal classes
(i.e. S4). Hence, to obtain slots, you should use '@' and not
'$'.
Anyway, who is telling you, that p.value is a slot of a returned ur.df
object? At least not ?ur.df. Now, if you take a look at ?UnitrootTests
in package 'fSeries' you will read that these test implementation do
contain p.values, hence:
	 
	library(urca)
	library(fSeries)
	## to generate some data use the example
	example(UnitrootTests)
	test.adf <- adfTest(y, type = 'c')
	slotNames(test.adf)
	names(test.adf at test)
	test.adf at test$p.value
	
	 
Best,
Bernhard
	 
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