How to get p values alongside VAR/VECM results in same window

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

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vaibhavapj
Posts: 6
Joined: Tue Feb 19, 2019 3:18 am

How to get p values alongside VAR/VECM results in same window

Postby vaibhavapj » Fri May 03, 2019 12:06 am

Hello,

When we apply VAR/VECM we only get the coefficient value and standard error. Then we to have separately run a process to get the p values also. How can i get all these in one process to save time and get better output

Also, is it possible that if we have say 1 variable crude and we have to run seperate VAR/VECM with 5-6 different variables like
oil &sensex
oil & nifty
oil &dollar,
oil & gold

we can do that in just 1 command or code?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: How to get p values alongside VAR/VECM results in same window

Postby EViews Gareth » Fri May 03, 2019 6:45 am

You will need to create a program for both your questions. There is nothing built in that will do it.
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vaibhavapj
Posts: 6
Joined: Tue Feb 19, 2019 3:18 am

Re: How to get p values alongside VAR/VECM results in same window

Postby vaibhavapj » Fri May 03, 2019 10:36 pm

Thanks.

But i feel atleast the first issue must be there in the software by default. This is very important and used widely.


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