[R-SIG-Finance] Systemfit package/Autocorrelation

[Arne Henningsen]

Hi,

Currently, systemfit cannot account for auto-correlation and a
Durbin-Watson test has not been implemented yet, because I usually
have cross-sectional data, where autocorrelation is not an issue.
However, you are welcome to register at R-Forge and implement these
(or other) features in the systemfit package.

Best wishes,
Arne

-- 
Arne Henningsen
http://www.arne-henningsen.name