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Standard Errors of Coefficients

1 message · Andreas Klein

#
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.