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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