t-statisctic within VAR Object
Posted: 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
Could anyone show me the function used to melodramatically get these values?
thanks