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Saving the R-Squared of Vector Autoregression.

Posted: Wed Oct 23, 2019 12:11 pm
by 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?

Re: Saving the R-Squared of Vector Autoregression.

Posted: Wed Oct 23, 2019 12:53 pm
by EViews Gareth

Code: Select all

scalar val = var_name.@r2(1)
That will retrieve the first r-squared.