Extract F–test results after estimating a VAR model

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April86
Posts: 10
Joined: Fri Feb 13, 2015 10:37 pm

Extract F–test results after estimating a VAR model

Unread post by April86 »

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.
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