[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