[R] Johansen test

[Joshua Wiley]

Hi,

I believe what you are looking for is in the "teststat" slot

sjd.vecm at teststat

sjd.vecm at teststat[1] # first one
etc.

HTH,

Josh

On Sun, Aug 29, 2010 at 9:12 PM, aurumor <aurum_goal at yahoo.com.hk> wrote:
>
> Hi all, I am working on exporting "Johansen test statistics" (Johansen test:
> "ca.jo" in package "urca")to Excel. The problem is that the function output
> is not a number, but like this:
>
> #####################################################
> # Johansen-Procedure Unit Root / Cointegration Test #
> #####################################################
>
> The value of the test statistic is: 2.7821 9.5965
>
> I want only (2.7821,9.5965), but I don't know how to "extract" these numbers
> from the output. The output object is of type "S4". Can anyone please help
> me? Thanks.
> --
> View this message in context: http://r.789695.n4.nabble.com/Johansen-test-tp2399545p2399545.html
> Sent from the R help mailing list archive at Nabble.com.
>
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>



-- 
Joshua Wiley
Ph.D. Student, Health Psychology
University of California, Los Angeles
http://www.joshuawiley.com/