Hi Axel, On Tue, Oct 20, 2009 at 7:09 PM, Axel Leroix <axel.ler...@yahoo.fr> wrote: > I estimated a system of equation bu using SUR method. The function summary(xx) > gives me summary of estimated equation system. However, this function does not > give my the value of the durbin watson statistic for each one of my > equations (to > chek for serial correlation). > Thus, my question is is there any function in the systemfit package which > permit > to return the value of durbin watson statistic or should I write my own > program ?
The systemfit package does not provide any tools for the durbin watson test statistic (yet). So, you are invited to write this tool, whereas you could either add this via the SVN repo on R-Forge or send it to me by email :-) /Arne -- Arne Henningsen http://www.arne-henningsen.name ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
