| To: | "Leeds, Mark" <mleeds@mlp.com>, <s-news@lists.biostat.wustl.edu> |
|---|---|
| Subject: | Re: extracting tstats from unitroot object |
| From: | "Jeffrey Wang" <jwang@xcaliber.com> |
| Date: | Wed, 28 Jul 2004 08:28:47 -0500 |
| Thread-index: | AcR0ZVWkfmE8pjv6QDyZ4c62WujWOAAQWngA |
| Thread-topic: | [S] extracting tstats from unitroot object |
|
Try
> summary(adftest)
or
> summary(adftest)$coef
---- From: s-news-owner@lists.biostat.wustl.edu [mailto:s-news-owner@lists.biostat.wustl.edu] On Behalf Of Leeds, Mark Sent: Wednesday, July 28, 2004 12:40 AM To: s-news@lists.biostat.wustl.edu Subject: [S] extracting tstats from unitroot object with lm, i was able
to
do
lmtest_lm(y~x)
coef(summary(lmtest))[,3]
but this doesn't
work with
summary(adftest)
?
does someone know
how to pull the
tstats from the
summary of a unitroot test
in S+Finmetrics ?
thanks.
|
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