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. ______________________________________________ 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.
