systemfit (version 0.5-6)

correlation.resids: Correlation matrix of the residuals

Description

correlation.resids.systemfit returns a matrix of the correlations of the residuals for the systemfit object.

Usage

correlation.resids.systemfit( results )

Arguments

results

an object of type systemfit.system (ols, twostage, sur, or threestage.

Value

• correlation.resids.systemfit returns a matrix of the correlations of the residuals for the systemfit object.

See Also

ols,twostage, sur and threestage

Examples

library( systemfit )

data( kmenta )
attach( kmenta )
demand <- q ~ p + d
supply <- q ~ p + f + a
inst <- ~ d + f + a
labels <- list( "demand", "supply" )
system <- list( demand, supply )

## perform 3SLS on each of the equations in the system
fit3sls <- threestage.systemfit( system, inst, labels, kmenta )

## print the results
print( fit3sls )