Question: How do I isolate the p-value from the serial.test function
(portmanteau test)?
Details: I tried the following set of commands
> testResult <- serial.test(vec2varModelFit)
> thePValue <- testResult$p.value
When i type
1) thePValue
I get:
"NULL"
2) testResult
I get
"Portmanteau Test (asymptotic)
data: Residuals of VAR object vecm.level
Chi-squared = 12486.41, df = 58, p-value < 2.2e-16"
If I can provide anything else to help you answer this question, let me
know.
I'm a new useR. Thanks!
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
