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adfresu
2007 Apr 05
2
about systemfit
...trend+ x1 + x[,1] + x[,2] + x[,3] + x[,4] + x[,5] + x[,6] + x[,7] + x[,8] + x[,9] + x[,10] + x[,11] + x[,12] + x[,13]
Rrestr10<-matrix(0,10,16);Rrestr10[1,16]=Rrestr10[2,15]=Rrestr10[3,14]=Rrestr10[4,13]=Rrestr10[5,12]=Rrestr10[6,11]=Rrestr10[7,10]=Rrestr10[8,9]=Rrestr10[9,8]=Rrestr10[10,7]=1
adfResc<-systemfit(method="OLS",eqns=eqns,R.restr=Rrestr10)
adfResu<-systemfit(method="OLS",eqns=eqns)
adfResulm<-lm(formula=eqns$eq)
ftest.systemfit( object=adfResu, R.restr=Rrestr10) :
F-test for linear parameter restrictions in equation systems
F-statistic: 9.083
degree...