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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?

You will need to create a program for both your questions. There is nothing built in that will do it.

Thanks.

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