Extract F–test results after estimating a VAR model
Posted: Tue Feb 17, 2015 11:56 pm
Dear Tom,
I am estimating hundreds of VARs within a loop and I want to extract and save the F-statistics and/or p-values for the F-tests given by using the "ESTIMATE" instruction. I have read the user guide and several manuals but could not find the solution. Could you please help me out?
Thanks in advance for your response and help.
I am estimating hundreds of VARs within a loop and I want to extract and save the F-statistics and/or p-values for the F-tests given by using the "ESTIMATE" instruction. I have read the user guide and several manuals but could not find the solution. Could you please help me out?
Thanks in advance for your response and help.