I got the VAR objects from a quick estimate VAR and construct code to retrieve the coefficient value e S.E. of coefficient value but i could not find any way to retrieve the t-statistic value from the coef table.
Could anyone show me the function used to melodramatically get these values?
thanks
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- Tue Dec 22, 2009 5:36 am
- Forum: Estimation
- Topic: t-statisctic within VAR Object
- Replies: 1
- Views: 2459