Adjusted r square after VAR?

[abdelrazzaq alrababaa]

dear all ;
could you please advice how to get the adjusted r2 after VAR? please see attached and check out the following link
http://www.haghish.com/statistics/st...oad/r2var.html

[Anders Alexandersson]

Try the user-written program -r2var-. The helpfile of -r2var- states:

Adjusted R2 = 1-(1-R2)*((QN-Q)/(QN-K))

where
N = number of observations
K = Number of Parameters
Q = Number of Equations

net describe r2var, from(http://fmwww.bc.edu/RePEc/bocode/r)

[Steve Samuels]

This is the forum for "Learning how to Use the Forum". For questions about statistics and Stata, post in the General Forum.