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Johansen test

2 messages · aurumor, Joshua Wiley

#
Hi all, I am working on exporting "Johansen test statistics" (Johansen test:
"ca.jo" in package "urca")to Excel. The problem is that the function output
is not a number, but like this:

##################################################### 
# Johansen-Procedure Unit Root / Cointegration Test # 
##################################################### 

The value of the test statistic is: 2.7821 9.5965 

I want only (2.7821,9.5965), but I don't know how to "extract" these numbers
from the output. The output object is of type "S4". Can anyone please help
me? Thanks.
#
Hi,

I believe what you are looking for is in the "teststat" slot

sjd.vecm at teststat

sjd.vecm at teststat[1] # first one
etc.

HTH,

Josh
On Sun, Aug 29, 2010 at 9:12 PM, aurumor <aurum_goal at yahoo.com.hk> wrote: