[R-SIG-Finance] How to automatically extract test result from Johansen test?

[Brian G. Peterson]

On Fri, 2012-03-30 at 10:53 -0500, Michael wrote:
> How to automatically extract test result from Johansen test?
> 
> Hi all,
> 
> I am using the "ca.jo" function to do the Johansen test.
> 
> It's outputting a lot of results.
> 
> If I am running this on a large number of assets, is there a way to
> automatically extract and condense the test outputs to just "pass/fail" and
> "residuals"?
> 
> Thanks a lot!

Like all R objects, it is a list internally. Extract what you need in
the same loop that's doing the test.

Please at least try before posting.

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock