I'm running augmented Dicky-Fuller tests with URCA
package. I've been searching a way to export the output showed by applying summary to the object created with ur.df()
, however I haven't found anything so far.
The output from summary shows me all what I need to export to a LaTeX table.
I thought in creating a table taking the elements of the object but it is a S4 class which doesn't allow me to take elements of it.
## Dicky-Fuller test for Real Output
Y.df <- ur.df(Y, type = "trend", selectlags = c("AIC"))
summary(Y.df)