Does anyone know how to retrieve the residuals after running an ERS unit root test on a time series (urca package)? There are no 'residuals' or 'res' (or similar) slots in the ur.ers-class, but a plot instruction - ie plot(ur.ers(....)) renders amongst other things a residual plot.

If an augmented Dickey-Fuller test is run, an object of ur.df-class is generated which contains a 'res' slot vector of residuals, but with the ur.ers-class, I couldn't figure out how to send the residuals that are plotted to an object as I can't find the vector with the values.

Regards,

 

Jose

 

Mr José Luis Iparraguirre

Senior Research Economist

Economic Research Institute of Northern Ireland

2 -14 East Bridge Street

Belfast BT1 3NQ

Northern Ireland

United Kingdom

 

Tel: +44 (0)28 9072 7365

 


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