[R] extract p-value from urppTest
Spencer Graves
spencer.graves at pdf.com
Sun May 7 22:27:11 CEST 2006
If you would still like a reply to this post, please provide a
simple, self-contained example illustrating the problem you want to
solve (as suggested in the posting guide
"www.R-project.org/posting-guide.html"). I didn't find one in your email
nor in the 'urppTest' help file nor in another place I looked. Please
also include the output of "sessionInfo". Also, please confirm (or
correct) the impression that you are trying to use the "urppTest" in the
fSeries package; without that information, it is not immediately
obvious what you are talking about.
Sorry I couldn't help more.
Spencer Graves
Anne Katrin Heinrichs wrote:
> Dear List,
>
> How do I pick the p-value out of the urppTest result?
>
> For adfTest the p-value can be extracted by
>
> A2 at test$p.value
>
> following
>
> A2 <- adfTest(myData[,i], lags=2, type=c("c"))
>
> What do I do for urppTest? The above doesn't seem to work. There is a slot @test with
> $output, which is a list of various test results that didn't want to give away only the
> p-value (I'm fairly new to R, so this might well be my fault).
>
> I thought I had found a way around this by
>
> # dissolve testresult into lines
> listasvectors <- unlist(P1 at test$output)
>
> # pick the line containing p-value
> getpvalue <- unlist(strsplit(listasvectors[17], " "))
>
> # isolate the p-value (number only)
> getpvalue[14]
>
> However, I'm doing this in a loop and it seems for each test result there is a different
> number of entries or seperators " ". For example, "<" sometimes ends up being displayed as
> the p-value.
>
> I'd be very happy about any help on how to extract the p-value.
>
> Thanks,
> Katrin
>
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