Thanks for this Allin, $stderr works fine.
Best,
Artur
Am 07.08.2010 19:21, schrieb Allin Cottrell:
On Sat, 7 Aug 2010, Artur T. wrote:
> Thank you for the answer. With the --full option it works fine.
>
> But, you didn't give an answer on the question whether it it possible to
> access the t-stat or std. error of the short-run dynamics, yet? The
> accessor $test gives only one value and no matrix output.
>
Use $stderr, as usual for models. $test never gives matrix output;
it's just the value of the last test statistic (LR, F, chi^2 or
whatever) generated by "omit", "add", "restrict" or other
such
commands.
Allin Cottrell
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