I am trying to save some data members of the VAR object, but I am getting an error. I've tried:
scalar val =(var_name).@r2
scalar val =@r2(var_name)
both return the same error:
Error Message: No equation in memory
How do I retrieve the data members from a VAR?
Saving the R-Squared of Vector Autoregression.
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Re: Saving the R-Squared of Vector Autoregression.
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