Hi all -
I'm on R 2.5.1 for XP.
in the systemfit package, the summary is set to print the McElroy's
measure of fit unless it's NULL. When the option saveMemory = TRUE,
the McElroy isn't included, instead it defaults to NA. Thus I am
unable to use summary.systemfit.
> library(systemfit)
> example(systemfit)
> surfit2 <- systemfit("SUR",system,data=Kmenta,saveMemory=T)
> summary(surfit2)
As far as I can tell, this is a result of the following code.
> print.summary.systemfit
<<--SNIP-->>
if (!is.null(x$mcelr2)) {
cat("McElroy's R-squared value for the system: ")
cat(formatC(x$mcelr2, digits = digits, width = -1))
cat("\n")
}
<<--SNIP-->>
combined with
> systemfit
<<--SNIP-->>
if (!saveMemory) {
<<--SNIP-->>
mcelr2 <- 1 - (rtOmega %*% resids)/denominator
}
else {
mcelr2 <- NA
}
<<--SNIP-->>
Or am I missing something here. Thanks in advance.
--
Tim Calkins
0406 753 997
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