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 ->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 > > LPX~SP500+d13+SP500f13 ->sur1310 > > MWV~SP500+d13+SP500f13 ->sur1311 > > PCH~SP500+d13+SP500f13 ->sur1312 > > PCL~SP500+d13+SP500f13 ->sur1313 > > PNR~SP500+d13+SP500f13 ->sur1314 > > POP~SP500+d13+SP500f13 ->sur1315 > > SON~SP500+d13+SP500f13 ->sur1316 > > TIN~SP500+d13+SP500f13 ->sur1317 > > W~SP500+d13+SP500f13 ->sur1318 > > WPP~SP500+d13+SP500f13 ->sur1319 > > WY~SP500+d13+SP500f13 ->sur1320 > > > > system13 <- list(sur132, sur133, sur134, sur135, sur136, sur137, sur138, > sur139, sur1310, sur1311, sur1312, sur1313, sur1314, sur1315, sur1316, > sur1317, sur1318,sur1319,sur1320) > > labels13 <- > ist("sur132","sur133","sur134","sur135","sur136","sur137","sur138","sur1 > 39","sur1310","sur1311","sur1312","sur1313","sur1314","sur1315","sur1316 > ","sur1317","sur1318","sur1319","sur1320") > > res13 <- systemfit("SUR", system13,labels13, data=ev13sub) > > summary(res13) > > > > But the results show Error: could not find function "systemfit".
This error message indicates that you haven't loaded the "systemfit" package. Please load it with the command R> library( "systemfit" ) and try again. If you cannot load the package, you have to install it first: R> install.packages( "systemfit" ) Best wishes, Arne > So, how to write a R code to implement the formula and get right > results. > > > > > > Thanks, > > > > Bill > > > > > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html and provide commented, minimal, > self-contained, reproducible code. -- Arne Henningsen arne(dot)henningsen(at)googlemail(dot)com http://www.arne-henningsen.name ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.