Displaying 1 result from an estimated 1 matches for "vec2varmodelfit".
2010 Apr 26
1
Simple Slots Question
Question: How do I isolate the p-value from the serial.test function
(portmanteau test)?
Details: I tried the following set of commands
> testResult <- serial.test(vec2varModelFit)
> thePValue <- testResult$p.value
When i type
1) thePValue
I get:
"NULL"
2) testResult
I get
"Portmanteau Test (asymptotic)
data: Residuals of VAR object vecm.level
Chi-squared = 12486.41, df = 58, p-value < 2.2e-16"
If I can provide anything else to help...