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Hi,

I'm running a vecm and I would like to know if is possible to get the tstat of the coefficients (something like @tstat but I don't know how to use it for a vecm).

thank you very much if you can help me...

They aren't stored with the VAR/VEC object, so you can't retrieve them. However the coefficients are stored in @coefmat and the standard errors are in @coefse. You should be able to calculate the t-stats from those two.

Thank you very much for the response ! It is exactly what I needed.

have a good day.

Hi,

Where are stored the coefficients of a dols equation ? I've tried @coefmat but it dosen't seem to work.

thank you

@coefs