[R] Systemfit package

[Arne Henningsen]

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