[R] Extracting slots from an object (e.g.: object produced by unit root test function "urdfTest")

[David Winsemius]

On Mar 12, 2015, at 1:04 AM, jpm miao wrote:

> Hi,
> 
>   I run a statistical test function in the package "fUnitRoots" that
> returns a S4 object but I am wondering how to extract the p-value, one of
> the output elements.

> The document of the function "urdfTest":
> .....
> All tests return an object of class "fHTEST" with the following slots:
> 
> @call
> .....
> @test
> a list object which holds the output of the underlying test function.
> @title
> .....
> The entries of the @test slot include the following components:
> 
> $statistic
> ......
> $p.value
> the p-value of the test.
> .....
> (end)
> 
>   I store the result of the test test in an element of a list
> (adf1["r3m"][[1]]), and I want to extract the p-value. I was expecting the
> p-value via adf1["r3m"][[1]]@test$p.value but it gives only an error
> message. Could someone tell me how to extract the p-value? Thanks!!!

If you look at the code by typing: fUnitRoots::urdfTest,  you should quickly see why you are seeing text output:

That function is doing the equivalent of a console screenscrape:

...
output = capture.output(summary(urca))[-(1:4)]
...
# and then assigns a trimmed version of that result to the `test`- slot.


So the documentation is misleading in suggesting that a list object is being returned in the `test` slot. It's just a character vestor.


-- 
> 
>> adf1["r3m"][[1]]<-urdfTest(dat[,i], lags = 1, type = "ct")
>> adf1["r3m"][[1]]
> [1] "  "
> [2] "  Test regression trend "
> [3] "  "
> [4] "  Call:"
> [5] "  lm(formula = z.diff ~ z.lag.1 + 1 + tt + z.diff.lag)"
> [6] "  "
> [7] "  Residuals:"
> [8] "      Min      1Q  Median      3Q     Max "
> [9] "  -3.0785 -0.0485  0.0072  0.0627  3.5672 "
> [10] "  "
> [11] "  Coefficients:"
> [12] "                Estimate Std. Error t value Pr(>|t|)    "
> [13] "  (Intercept) -1.733e-02  9.529e-03  -1.818  0.06910 .  "
> [14] "  z.lag.1     -7.060e-03  2.343e-03  -3.013  0.00261 ** "
> [15] "  tt           5.299e-06  4.927e-06   1.076  0.28221    "
> [16] "  z.diff.lag  -1.035e-01  1.859e-02  -5.569 2.81e-08 ***"
> [17] "  ---"
> [18] "  Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1"
> [19] "  "
> [20] "  Residual standard error: 0.2107 on 2864 degrees of freedom"
> [21] "  Multiple R-squared:  0.01461,\tAdjusted R-squared:  0.01358 "
> [22] "  F-statistic: 14.15 on 3 and 2864 DF,  p-value: 3.716e-09"
> [23] "  "
> [24] "  "
> [25] "  Value of test-statistic is: -3.0134 3.0697 4.5828 "
> [26] "  "
> [27] "  Critical values for test statistics: "
> [28] "        1pct  5pct 10pct"
> [29] "  tau3 -3.96 -3.41 -3.12"
> [30] "  phi2  6.09  4.68  4.03"
> [31] "  phi3  8.27  6.25  5.34"
> 

That is being displayed as a multi-element text object. You instead need to show the code that actually created that object.

>> adf1["r3m"][[1]]@test
> Error: trying to get slot "test" from an object of a basic class
> ("character") with no slots
>> adf1["r3m"][[1]]@test$p-value
> Error: trying to get slot "test" from an object of a basic class
> ("character") with no slots
> 
> 	[[alternative HTML version deleted]]

Please learn to post in palin text.

-- 

David Winsemius
Alameda, CA, USA