[R] the significance of BEKK estimation

[zoe_zhang]

Dear ALL,

I use BEKK package to estimate Bivariate GARCH model. But when the results
come out, there's no t-stat or p-value of the estimated coeffients. Does
anyone know how to get the significance?

Followings are the codes I input,

>P1=data.frame(x,y)
>y1=mvBEKK.est(P1)
>mvBEKK.diag(y1)

Anyhelp would be appreciated!

Sincere,
Zoe

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