[R] error while extracting the p-value from adf.test

Yuan, Rebecca rebecca.yuan at bankofamerica.com
Fri Mar 22 17:03:27 CET 2013


Hello José,

This is a much convenient way of looking at the components!

Thanks very much!

Cheers,

Rebecca

-----Original Message-----
From: Jose Iparraguirre [mailto:Jose.Iparraguirre at ageuk.org.uk] 
Sent: Friday, March 22, 2013 11:25 AM
To: Yuan, Rebecca; R help
Subject: RE: error while extracting the p-value from adf.test

Yes, it should be $p.value

Have a look at the components here:
> names(ht)


José


José Iparraguirre
Chief Economist
Age UK

T 020 303 31482
E Jose.Iparraguirre at ageuk.org.uk
Twitter @jose.iparraguirre at ageuk


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-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of Yuan, Rebecca
Sent: 22 March 2013 14:03
To: R help
Subject: [R] error while extracting the p-value from adf.test

Hello all,

I tried to extract the p-value from adf.test in tseries; however, I got the error message such as

> ht=adf.test(list.var$aa)
> ht$p-value
Error in ht$p - value : non-numeric argument to binary operator
> ht

        Augmented Dickey-Fuller Test

data:  list.var$aa
Dickey-Fuller = -2.3147, Lag order = 4, p-value = 0.4461 alternative hypothesis: stationary

> ht$data
[1] "list.var$aa"
> ht$p-value
Error in ht$p - value : non-numeric argument to binary operator
> ht$p
NULL

I do not have problem extracting the data in ht, but why not p-value? Is that because the "-" between "p" and "value"?

Thanks,

Rebecca




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