R help - Oct 2009 - Systemfit package

 
Dear Arne Henningsen,
 
I send you this message because I have question with regard to systemfit
package. I hope you answer to my request.
 
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
?
 
Thank you in advance
 


      
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Hi Axel,

On Tue, Oct 20, 2009 at 7:09 PM, Axel Leroix <axel.leroix at 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