Suppose we have the time series “y”
When I regress this series on its first lag then I use the following command in dynlm as
r=dynlm( y~L(y,1))
if I put the command of summary of above regression model then by the command
summary (r )
I will get the following out put elements
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) __ __ _ __
L(y, 1) __ ___ ___
My problem is if I need on the t value of this regression (not all output elements) then how I can achieve it? That is there is no other output like above. Except value of the test statistic.
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