Standard error

[P.A.]

Hi all,

I need help with one problem from statistics. I need standard errors of the autoregressive coefficients corresponding to the estimates of VAR(1). I have their covariance matrix available, so I have standard errors of elements on the diagonal. What I don't know is the standard error of elements off the diagonals.

Thank you in advance.

 

[Deleted member 4993]

Hi all,

I need help with one problem from statistics. I need standard errors of the autoregressive coefficients corresponding to the estimates of VAR(1). I have their covariance matrix available, so I have standard errors of elements on the diagonal. What I don't know is the standard error of elements off the diagonals.

Thank you in advance.

Please SHOW your WORK in detail - so that we know where to begin (fruitfully).