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gene200
2008 Jun 24
9
R help
Dear Sir/Madam,
I found your email address and your correspondence with R-users. I hope
you could help me with this question about the function "ur.ers" in the
package of "urca". It is an improved unit root test (Elliott et al. 1996
Econometrica). Do you know how to extract the value of the test
statistic from the output? The only thing I can get is the print-out of
all