adjusted R squared from Vector Autoregression VAR model using vgxset

11 Ago 2016
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Aggiornato 27 Mar 2021
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I am using vgxset, vgxvarx, vgxdisp for a vector autoregression model. The functions only show the coefficients, std.errors and t-statistics. As well as the covariance matrix of the errors
Is there a way to get (adjusted) R squared as an ouput somehow?

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Richiesto:

Namju Yoon
Namju Yoon
il 11 Ago 2016

Commentato:

Jorge Durazo Patron
Jorge Durazo Patron
il 27 Mar 2021

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