Hello I am try to extract the result for the "p-value for T" for the stationarity test, which in this case is 0, but I cannot seem to do it using R.
> stationarity(lg.day.ret)
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N = 2609, nblock = 11, n_block_max = 238, dt = 1.0000
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Priestley-Subba Rao stationarity Test for lg.day.ret
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Samples used : 2609
Samples available : 2607
Sampling interval : 1
SDF estimator : Multitaper
Number of (sine) tapers : 5
Centered : TRUE
Recentered : FALSE
Number of blocks : 11
Block size : 237
Number of blocks : 11
p-value for T : 0
p-value for I+R : 0.08981712
p-value for T+I+R : 0
I have tried $p.value and
test <- with(Moore,stationarity(lg.day.ret))
str(test)
test$`p-value for T`
but none of these seem to work. Thanks in advance.
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