t-statisctic within VAR Object

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lfernandoamorim
Posts: 1
Joined: Tue Dec 22, 2009 4:54 am

t-statisctic within VAR Object

Postby lfernandoamorim » Tue Dec 22, 2009 5:36 am

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

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: t-statisctic within VAR Object

Postby EViews Gareth » Tue Dec 22, 2009 8:59 am

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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