[R] Access values in kpssstat-class
Spencer Graves
spencer.graves at pdf.com
Thu Jul 13 17:56:57 CEST 2006
Have you tried 'str(test)'? This tells me it is "Formal class
'kpssstat' [package "uroot"] with 5 slots". I can access the slot
'ltrunc' and the component 'rank' of the 'lmkpss' slot as follows:
> test at ltrunc
[1] 7
> test at lmkpss$rank
[1] 2
Hope this helps.
Spencer Graves
p.s. I'm not familiar with the 'KPSS.test'. I used
RSiteSearch("KPSS.test", "functions") to find it was in package 'uroot'.
Sachin J wrote:
> Hi,
>
> How can I access the Values stored in kpssstat-class given by KPSS.test function and store it in a variable.
>
> For example:
>
> >x <- rnorm(1000)
> >test <- KPSS.test(ts(x))
> >test
> ---- ----
> KPSS test
> ---- ----
> Null hypotheses: Level stationarity and stationarity around a linear trend.
> Alternative hypothesis: Unit root.
> ----
> Statistic for the null hypothesis of
> level stationarity: 0.138
> Critical values:
> 0.10 0.05 0.025 0.01
> 0.347 0.463 0.574 0.739
> ----
> Statistic for the null hypothesis of
> trend stationarity: 0.038
> Critical values:
> 0.10 0.05 0.025 0.01
> 0.119 0.146 0.176 0.216
> ----
> Lag truncation parameter: 7
>
> then store the test stat values in some variable say - result
>
> Thanx in advance.
>
>
>
>
> ---------------------------------
>
>
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