when run below code several times, p-value display more 2 digits when above 0.01. when below 0.01, cannot access digits.
how can more digits ?
library(funitroots) x = rnorm(13) y = rnorm(13) m <- lm(y ~ x + 0) adftest(coredata(resid(m)), type="nc")@test$p.value running several times above prints:
0.01290496626 0.01 (with warning: "p-value smaller printed p-value") 0.01 (with warning: "p-value smaller printed p-value") 0.08404833863
i don't know command you're running, looked through adftest function , looks approximation of p-value based on approx function , table of critical values, means can't report p-values < 0.01.
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