VAR results
Posted: Wed Nov 27, 2013 3:11 am
Hello there
I am trying to estimate a var with 4 equations and I want to write the coefficients, the associated t-stats as well as the r square of each equation in a matrix. For that reason should I use the following notation var_name.c(i,j) (where i is the var equation and j is the associated coefficient for j variable) in order to take the coeficient values? Is there a similar way to write the associated t-stats? Thank you in advance.
Koubas
I am trying to estimate a var with 4 equations and I want to write the coefficients, the associated t-stats as well as the r square of each equation in a matrix. For that reason should I use the following notation var_name.c(i,j) (where i is the var equation and j is the associated coefficient for j variable) in order to take the coeficient values? Is there a similar way to write the associated t-stats? Thank you in advance.
Koubas