[R-SIG-Finance] Extracting regression coefficient standard errors from VAR

[mat]

Dear Harry

Please when asking a question do provide also a minimal code to 
illustrate your point.

library(vars)
data(Canada)
V<-VAR(Canada, p=2)
lapply(V$varresult, function(x) coefficients(summary(x)))

#more precisely:
lapply(V$varresult, function(x) coefficients(summary(x))[,2])


Harry Hummel a écrit :
> How could one extract the standard errors from the results of VAR from the
> vars package?  The regression coefficients look pretty straight-forward, but
> I don’t see how to access the SE’s.
>
>  
>
> Sorry if this is a naïve, newbie question.
>
>  
>
> Harry
>
>
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