[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
--
View this message in context: http://n4.nabble.com/Systemfit-package-Autocorrelation-tp930381p1565607.html
Sent from the Rmetrics mailing list archive at Nabble.com.
More information about the R-SIG-Finance
mailing list