VAR results

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Kouvas
Posts: 34
Joined: Sat Aug 31, 2013 3:28 am

VAR results

Postby Kouvas » Wed Nov 27, 2013 3:11 am

Hello there

I am trying to estimate a var with 4 equations and I want to write the coefficients, the associated t-stats as well as the r square of each equation in a matrix. For that reason should I use the following notation var_name.c(i,j) (where i is the var equation and j is the associated coefficient for j variable) in order to take the coeficient values? Is there a similar way to write the associated t-stats? Thank you in advance.

Koubas

trubador
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Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: VAR results

Postby trubador » Wed Nov 27, 2013 6:35 am

I am not sure if there is one, but the following should work: @ediv(var_name.@coefmat,var_name.@coefse)(i,j)

Kouvas
Posts: 34
Joined: Sat Aug 31, 2013 3:28 am

Re: VAR results

Postby Kouvas » Wed Nov 27, 2013 2:57 pm

Thanks a lot trubador!


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