[R] Extracting slots from an object (e.g.: object produced by unit root test function "urdfTest")
jpm miao
miaojpm at gmail.com
Fri Mar 13 03:49:42 CET 2015
Thank you very much.
Could we extract the p-value in the output of the ur.df function? Does
there exist any unit root test function where the p-value can be extracted?
Thanks!
An example for ur.df function:
data(Raotbl3)
attach(Raotbl3)
lc.df <- ur.df(y=lc, lags=3, type='trend')
summary(lc.df)
2015-03-13 1:23 GMT+08:00 David Winsemius <dwinsemius at comcast.net>:
>
> 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
>
>
[[alternative HTML version deleted]]
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