subject:"\[R\] Help for SUR model"

Re: [R] Help for SUR model

2008-09-23 Thread Arne Henningsen

Hi Bill! On Monday 22 September 2008 23:53, Xianchun Liao wrote: > I am an R beginner and trying to run a SUR model in R framework. > > > > subset(esasp500, Obs <=449 & Obs>=197, select = -Date) ->ev13sub > > c(Obs>=397) & c(Obs<=399) ->d13 > > c(Obs>=400) & c(Obs<=449) ->f13 > > SP500*f13 ->SP500

[R] Help for SUR model

2008-09-22 Thread Xianchun Liao

I am an R beginner and trying to run a SUR model in R framework. subset(esasp500, Obs <=449 & Obs>=197, select = -Date) ->ev13sub c(Obs>=397) & c(Obs<=399) ->d13 c(Obs>=400) & c(Obs<=449) ->f13 SP500*f13 ->SP500f13 BBC~SP500+d13+SP500f13 ->sur132 BOW~SP500+d13+SP500f13 ->sur133 CSK~S