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
t-statisctic within VAR Object
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EViews Gareth
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Re: t-statisctic within VAR Object
There isn't a way to automatically retrieve it from the VAR. You can either calculate them yourself (using the coef and its std.err), or freeze the stats view of the VAR into a table, and then retrieve it from the table.
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