VECM model how to test statistically significant coefficient

[Siewwen]

Hi, hope someone can help me with this or point me to where I can locate this information.

How do I determine the p-vale or the statistical significance of the coefficients in a vecm? I've tried looking at the help file but it doesn't say how, it just mentioned something vague like how to open the coefficient to view data. I've spent over an hour trying to puzzle this out. Please help, thanks.

[Siewwen]

Alternatively, how do I calculate the degrees of freedom? I have lag 3 in differences, 4 endogenous variables, 3 exogenous variables, 1 cointegrating equation with the endogenous variables. Thanks!