Retrive standard errors of normalized cointegration coef
Posted: Fri Jun 18, 2010 6:04 am
I am performing a Johansen Cointegration Test and I dont Know how to retrive the standard errors from the cointegrating vectors, i freeze the outbut but i can not retrieve the standard errors referencing the cell containing that value is there any way to retrieve the standart errors or any other way except referencing the cell to retrieve the Normalized cointegration coefficients? I want to take these results through commants, as i employ them many times.
Thank you in advance
Thank you in advance