error while extracting the p-value from adf.test
Hi, When I look at ?adf.test I see: A list with class "htest" containing the following components: statistic the value of the test statistic. parameter the lag order. p.value the p-value of the test. method a character string indicating what type of test was performed. data.name a character string giving the name of the data. alternative a character string describing the alternative hypothesis So why don't you try ht$p.value instead, just as the help file tells you? Sarah On Fri, Mar 22, 2013 at 10:03 AM, Yuan, Rebecca
<rebecca.yuan at bankofamerica.com> wrote:
Hello all, I tried to extract the p-value from adf.test in tseries; however, I got the error message such as
ht=adf.test(list.var$aa) ht$p-value
Error in ht$p - value : non-numeric argument to binary operator
ht
Augmented Dickey-Fuller Test
data: list.var$aa
Dickey-Fuller = -2.3147, Lag order = 4, p-value = 0.4461
alternative hypothesis: stationary
ht$data
[1] "list.var$aa"
ht$p-value
Error in ht$p - value : non-numeric argument to binary operator
ht$p
NULL I do not have problem extracting the data in ht, but why not p-value? Is that because the "-" between "p" and "value"? Thanks, Rebecca
-- Sarah Goslee http://www.functionaldiversity.org