Displaying 1 result from an estimated 1 matches for "sp500f13".
2008 Sep 22
1
Help for SUR model
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~SP500+d13+SP500f13 ->sur134
DTC~SP500+d13+SP500f13 ->sur135
GP~SP500+d13+SP500f13 ->sur136
HAN~SP500+d13+SP500f13 ->sur137
IP~SP500+d13+SP500f13 ->sur138
KMB~SP500+d13+SP500f13 ->sur139...