Hi zoe, it's easy in a spreadsheet to calculate the p-value; estimates/stand.error = 1.96>5%<-1.96 for the asymmetry you must use: model=mGJR.est(eps1=#1, eps2=#2, order=c(1,1,1)) mvBEKK.diag(model)
cheers -- View this message in context: http://r.789695.n4.nabble.com/the-significance-of-BEKK-estimation-tp3716586p3859456.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
