Message-ID: <129703.22254.qm@web24203.mail.ird.yahoo.com>
Date: 2009-01-29T16:38:27Z
From: Andreas Klein
Subject: Standard Errors of Coefficients
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.