I tried the following example in doc on VGXVARX:
load Data_VARMA22[EstSpec, EstStdErrors] = vgxvarx(vgxar(Spec), Y, [], Y0);vgxdisp(EstSpec, EstStdErrors);
This will display "Parameter", "Value", "Std. Error", and "t-Statistic". I also want to know the "p-value" for each coefficient: the Pr > t.
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