[R] Extracting slots from an object (e.g.: object produced by unit root test function "urdfTest")
David Winsemius
dwinsemius at comcast.net
Thu Mar 12 18:23:31 CET 2015
On Mar 12, 2015, at 1:04 AM, jpm miao wrote:
> Hi,
>
> I run a statistical test function in the package "fUnitRoots" that
> returns a S4 object but I am wondering how to extract the p-value, one of
> the output elements.
> The document of the function "urdfTest":
> .....
> All tests return an object of class "fHTEST" with the following slots:
>
> @call
> .....
> @test
> a list object which holds the output of the underlying test function.
> @title
> .....
> The entries of the @test slot include the following components:
>
> $statistic
> ......
> $p.value
> the p-value of the test.
> .....
> (end)
>
> I store the result of the test test in an element of a list
> (adf1["r3m"][[1]]), and I want to extract the p-value. I was expecting the
> p-value via adf1["r3m"][[1]]@test$p.value but it gives only an error
> message. Could someone tell me how to extract the p-value? Thanks!!!
If you look at the code by typing: fUnitRoots::urdfTest, you should quickly see why you are seeing text output:
That function is doing the equivalent of a console screenscrape:
...
output = capture.output(summary(urca))[-(1:4)]
...
# and then assigns a trimmed version of that result to the `test`- slot.
So the documentation is misleading in suggesting that a list object is being returned in the `test` slot. It's just a character vestor.
--
>
>> adf1["r3m"][[1]]<-urdfTest(dat[,i], lags = 1, type = "ct")
>> adf1["r3m"][[1]]
> [1] " "
> [2] " Test regression trend "
> [3] " "
> [4] " Call:"
> [5] " lm(formula = z.diff ~ z.lag.1 + 1 + tt + z.diff.lag)"
> [6] " "
> [7] " Residuals:"
> [8] " Min 1Q Median 3Q Max "
> [9] " -3.0785 -0.0485 0.0072 0.0627 3.5672 "
> [10] " "
> [11] " Coefficients:"
> [12] " Estimate Std. Error t value Pr(>|t|) "
> [13] " (Intercept) -1.733e-02 9.529e-03 -1.818 0.06910 . "
> [14] " z.lag.1 -7.060e-03 2.343e-03 -3.013 0.00261 ** "
> [15] " tt 5.299e-06 4.927e-06 1.076 0.28221 "
> [16] " z.diff.lag -1.035e-01 1.859e-02 -5.569 2.81e-08 ***"
> [17] " ---"
> [18] " Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1"
> [19] " "
> [20] " Residual standard error: 0.2107 on 2864 degrees of freedom"
> [21] " Multiple R-squared: 0.01461,\tAdjusted R-squared: 0.01358 "
> [22] " F-statistic: 14.15 on 3 and 2864 DF, p-value: 3.716e-09"
> [23] " "
> [24] " "
> [25] " Value of test-statistic is: -3.0134 3.0697 4.5828 "
> [26] " "
> [27] " Critical values for test statistics: "
> [28] " 1pct 5pct 10pct"
> [29] " tau3 -3.96 -3.41 -3.12"
> [30] " phi2 6.09 4.68 4.03"
> [31] " phi3 8.27 6.25 5.34"
>
That is being displayed as a multi-element text object. You instead need to show the code that actually created that object.
>> adf1["r3m"][[1]]@test
> Error: trying to get slot "test" from an object of a basic class
> ("character") with no slots
>> adf1["r3m"][[1]]@test$p-value
> Error: trying to get slot "test" from an object of a basic class
> ("character") with no slots
>
> [[alternative HTML version deleted]]
Please learn to post in palin text.
--
David Winsemius
Alameda, CA, USA
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