adjusted R squared from Vector Autoregression VAR model using vgxset

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?

[Jorge Durazo Patron]

Did you manage to solve this issue? If so, how?