adjusted R squared from Vector Autoregression VAR model using vgxset

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Namju Yoon
Namju Yoon el 11 de Ag. de 2016
Comentada: Jorge Durazo Patron el 27 de Mzo. de 2021
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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