Skip to content
Prev 5161 / 15274 Next

Residuals with Elliot-Rothenberg-Stock Unit Root Test

Dear Jos?

At best always provide code, even if trivial, as in:
library(urca)
ers<-ur.ers(sunspots)

For your question, I think:
res<-residuals(ers at testreg)

you could have found it using:
str(ers)
and then looking for the differents slots shown.

Hope this helps

Matthieu

2009/11/13 Jose Iparraguirre D'Elia <Jose at erini.ac.uk>: