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29570
2006 May 05
2
extract p-value from urppTest
Dear List,
How do I pick the p-value out of the urppTest result?
For adfTest the p-value can be extracted by
A2 at test$p.value
following
A2 <- adfTest(myData[,i], lags=2, type=c("c"))
What do I do for urppTest? The above doesn't seem to work. There is a slot @test with
$output, which is a list of various test results that didn't want to give away only the
p-value