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Hi,
the VEC output includes standard errors in () and t-statistics in [], but neither p-values nor critical benchmark values. how can one determine the one or the other so as be able to tell if a coefficient is signficant?
Thanks,
Steve

i worked out the following solution, maybe someone can confirm that is correct:
look up critical value of t-distribution by
@qtdist(1-(alpha/2),n-1)
where alpha would be the significance level (e.g. 0.05). The second argument would be the degrees of freedom, which seem to be defined as the number of oversevations minus one in the general t-test. The formula applies to the two-sided t-test, which is standard to establish coefficient significances.
The coefficient is significant if |t-statistic|>@qtdist(1-(alpha/2),n-1) where |...| denote the absolute value

Let me know if I got it correct.

Thanks,
Steve