Saving the R-Squared of Vector Autoregression.

[geoanstats]

I am trying to save some data members of the VAR object, but I am getting an error. I've tried:

scalar val =(var_name).@r2
scalar val =@r2(var_name)

both return the same error:

Error Message: No equation in memory

How do I retrieve the data members from a VAR?

[EViews Gareth]

Code: Select all

scalar val = var_name.@r2(1)

That will retrieve the first r-squared.