Hi, Currently, systemfit cannot account for auto-correlation and a Durbin-Watson test has not been implemented yet, because I usually have cross-sectional data, where autocorrelation is not an issue. However, you are welcome to register at R-Forge and implement these (or other) features in the systemfit package.
Best wishes, Arne -- Arne Henningsen http://www.arne-henningsen.name _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
