With the data you posted, I rounded it like this.
DATA <- list(`Endog. Variable: GDP` = structure(c(0.474081974590918,
0.557719359210806, 0.530393839388452, 0.541459269211916, 0.594195871489285,
0.660003986400042, 0.340696249858606, 0.345395971003976, 0.548394843658558,
0.553523000333392, 0.506087515063566, 0.623455192323393, 0.202055409724151,
0.320783301645167, 0.269501527937592, 0.276916539911099, 0.350713394382856,
0.447506477900068, -0.0892844567553466, -0.100924957856949, 0.2258197319861,
0.218665250583435, 0.116156605903223, 0.309667852592888, 1.74277822764521,
2.35388131692998, 2.03299911921074, 2.04677433639165, 2.44040506959996,
3.10593752867518, 0.792352411673419, 0.773873570942496, 1.70005317773987,
1.6530093771063, 1.29789022407418, 1.98687172292816, 0.0972121570824099,
0.0244364421564119, 0.0526392055985252, 0.0528350564492983, 0.023482988228381,
0.00653561720347269, 0.674243140276974, 0.691089683136054, 0.129006074746146,
0.145541515438787, 0.292111968277419, 0.0832103912139589), .Dim = c(12L,
4L), .Dimnames = list(c("h 1", "h 2", "h 3", "h 4", "h 5", "h 6",
"h 7", "h 8", "h 9", "h 10", "h 11", "h 12"), c("R-sqrd.", "Adj. R-sqrd.",
"F-stat", " p-value"))))
RoundData <- round(DATA$`Endog. Variable: GDP`, 4)
RoundData
#> R-sqrd. Adj. R-sqrd. F-stat p-value
#> h 1 0.4741 0.2021 1.7428 0.0972
#> h 2 0.5577 0.3208 2.3539 0.0244
#> h 3 0.5304 0.2695 2.0330 0.0526
#> h 4 0.5415 0.2769 2.0468 0.0528
#> h 5 0.5942 0.3507 2.4404 0.0235
#> h 6 0.6600 0.4475 3.1059 0.0065
#> h 7 0.3407 -0.0893 0.7924 0.6742
#> h 8 0.3454 -0.1009 0.7739 0.6911
#> h 9 0.5484 0.2258 1.7001 0.1290
#> h 10 0.5535 0.2187 1.6530 0.1455
#> h 11 0.5061 0.1162 1.2979 0.2921
#> h 12 0.6235 0.3097 1.9869 0.0832
Created on 2020-04-26 by the reprex package (v0.3.0)