[R-SIG-Finance] Systemfit package/Autocorrelation

Xie Jinghua xie.jinghua at uit.no
Tue Feb 23 09:24:29 CET 2010


Dear Axel

I am using SUR for demand system estimation and have the same problem as you
when I use "systemfit" package. Could you please post or send the codes to
me if you have solved the problem?

 I also want to know if I want to impose the same (or common) Rho across the
equation, how can I manage it? 

By the way, how to get dubin-watson test result for each equations in the
system package?

Thanks, 

Jinghua Xie
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