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I have a regression model for some time series data investigating drug utilisation. The purpose is to fit a spline to a time series and work out 95% CI etc. The model goes as follows: id <- ts(1:length(drug$Date)) a1 <- ts(drug$Rate) a2 <- lag(a1-1) tg <- ts.union(a1,id,a2) mg <-lm (a1~a2+bs(id,df=df1),data=tg) The summary output of mg is: Call: lm(formula = a1 ~ a2 + bs(id, df = df1), data = tg) Residuals: Min 1Q Median 3Q Max -0.31617 -0.11711 -0.02897 0.12330 0.40442 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.77443 0.09011 8.594 1.10e-11 *** a2 0.13270 0.13593 0.976 0.33329 bs(id, df = df1)1 -0.16349 0.23431 -0.698 0.48832 bs(id, df = df1)2 0.63013 0.19362 3.254 0.00196 ** bs(id, df = df1)3 0.33859 0.14399 2.351 0.02238 * --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 I am using the Pr(>|t|) value of a2 to test if the data under investigation are autocorrelated. Is it possible to extract this value of Pr(>|t|) (in this model 0.33329) and store it in a scalar to perform a logical test? Alternatively, can it be worked out using another method?

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