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.

Moderators: EViews Gareth, EViews Jason, EViews Steve, EViews Moderator

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
Posts: 13294
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.
Follow us on Twitter @IHSEViews

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.


Return to “Data Manipulation”

Who is online

Users browsing this forum: No registered users and 12 guests