我正在使用R中的GETS软件包进行回归。
但是，我只想从估计的最终模型中提取P值。
以下是完整输出的示例，
Date: Wed Apr 24 08:34:44 2019
Dependent var.: indreturns[, "RM_E"]
Method: Ordinary Least Squares (OLS)
Variance-Covariance: Ordinary
No. of observations (mean eq.): 593
Sample: 1969(9) to 2019(1)
GUM mean equation:
reg.no keep coef std.error
mconst 1 0 0.523354 0.187838
ar1 2 0 0.010603 0.064269
mxreg 3 0 0.047547 0.042493
t-stat p-value
mconst 2.78620 0.0055045
ar1 0.16498 0.8690194
mxreg 1.11895 0.2636151
Diagnostics:
Chi-sq df p-value
Ljung-Box AR(2) 0.92272 2 6.3043e-01
Ljung-Box ARCH(1) 8.91110 1 2.8344e-03
Jarque-Bera 105.50599 2 1.2293e-23
Paths searched:
path 1 : 2
path 2 : 3 2
Terminal models:
spec 1 : 1 2 3
spec 2 : 1 3
spec 3 : 1
info(sc) logl n
spec 1 (gum): 5.8785 -1733.3972 593
spec 2: 5.8678 -1733.4088 593
spec 3: 5.8634 -1735.3071 593
k
spec 1 (gum): 3
spec 2: 2
spec 3: 1
SPECIFIC mean equation:
coef std.error t-stat p-value
mconst 0.53341 0.18556 2.8746 0.004191
Diagnostics and fit:
Chi-sq df p-value
Ljung-Box AR(2) 3.2264 2 1.9925e-01
Ljung-Box ARCH(1) 11.1504 1 8.4013e-04
Jarque-Bera 117.9227 2 2.4741e-26
SE of regression 4.5187
R-squared 0.0000
Log-lik.(n=593) -1735.3071
我只想在输出中使用
SPECIFIC mean equation:
coef std.error t-stat p-value
mconst 0.53341 0.18556 2.8746 0.004191
我尝试提取，但这是我在努力的部分。