The
name= option stores the results in a
matrix, where
is the number of endogenous variables in the VAR. In the first
rows, the
i-th row,
j-th column contains the Wald statistic for the joint significance of lags of the
i-th endogenous variable in the
j-th equation (note that the entries in the main diagonal are not reported in the table view). The degrees of freedom of the Wald statistics is the number of lags included in the VAR.