Function to extract the residuals from CADFtest objects

Description

This function applies the residuals() method to an object of class CADFtest.

Usage

  ## S3 method for class 'CADFtest'
residuals(object, ...)

Arguments

Author(s)

Claudio Lupi

Examples

  data(npext, package="urca")
  ADFt <- CADFtest(npext$realgnp, type="trend")
  residuals(ADFt)

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(CADFtest)
Loading required package: dynlm
Loading required package: zoo

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

Loading required package: sandwich
Loading required package: tseries
Loading required package: urca
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/CADFtest/residuals.CADFtest.Rd_%03d_medium.png", width=480, height=480)
> ### Name: residuals.CADFtest
> ### Title: Function to extract the residuals from CADFtest objects
> ### Aliases: residuals.CADFtest
> 
> ### ** Examples
> 
>   data(npext, package="urca")
>   ADFt <- CADFtest(npext$realgnp, type="trend")
>   residuals(ADFt)
Time Series:
Start = 52 
End = 129 
Frequency = 1 
           52            53            54            55            56 
 0.0284562790  0.0580358073  0.0037813619 -0.0356432063  0.0094035726 
           57            58            59            60            61 
 0.0718094618 -0.0243539324  0.1086850769 -0.0734544595 -0.0314948519 
           62            63            64            65            66 
-0.0880356251  0.1472457446  0.0370762408 -0.0516598787  0.0732306918 
           67            68            69            70            71 
 0.0243970469 -0.0200565950  0.0049511083  0.0561212800 -0.1306421960 
           72            73            74            75            76 
-0.0620351206 -0.1714527424 -0.0309899373  0.0073148145 -0.0190980588 
           77            78            79            80            81 
 0.0246581424 -0.0512058181 -0.1191125419  0.0426928512 -0.0041161697 
           82            83            84            85            86 
 0.0721976632  0.0377203175  0.0670917222  0.0276846695 -0.0296615428 
           87            88            89            90            91 
-0.1135638416  0.0228401967  0.0189335591 -0.0428614378  0.0597640519 
           92            93            94            95            96 
 0.0172325979 -0.0145799189  0.0177472181 -0.0438272978  0.0593955380 
           97            98            99           100           101 
-0.0244035335 -0.0082793382 -0.0355629826  0.0408731597 -0.0215818677 
          102           103           104           105           106 
-0.0127245719  0.0313609467 -0.0055582187  0.0196206342  0.0256476276 
          107           108           109           110           111 
 0.0294159306 -0.0034532496  0.0306356156  0.0046776979 -0.0200434321 
          112           113           114           115           116 
 0.0201673248  0.0265143984  0.0228182267 -0.0308624682 -0.0216692813 
          117           118           119           120           121 
 0.0337662232  0.0095924896  0.0188009454 -0.0073264187 -0.0236817962 
          122           123           124           125           126 
 0.0019377031 -0.0539065923  0.0152832696  0.0212560558 -0.0180247260 
          127           128           129 
-0.0103739339 -0.0000155652  0.0044778859 
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>