[R] Standard Errors of Coefficients
Andreas Klein
klein82517 at yahoo.de
Thu Jan 29 17:38:27 CET 2009
Hello.
I estimated a VAR(1) TSmodel (var_1) with estMaxLik from the dse1 package given a TSdata object (mydata).
est.model <- estMaxLik(var_1,mydata)
How can I obtain the standard errors for the four coefficients of the estimated model to check for significance? - Is it yet calculated and I can obtain it by est.model$ ?
Thank you in advance.
Regards,
Andreas.
More information about the R-help
mailing list