adjusted R squared from Vector Autoregression VAR model using vgxset

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?

Respuestas (0)

Categorías

Más información sobre Chemistry en Centro de ayuda y File Exchange.

Preguntada:

el 11 de Ag. de 2016

Comentada:

el 27 de Mzo. de 2021

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by