RainbowStats™ · Regression commands

SUR_REGRESSION

Estimate seemingly unrelated regressions from a regression system.

Syntax

SUR_REGRESSION(system)

Returned object

SURRegressionOperator

Example

system=SIMU_REGRESSION(REGRESSION(UNRATE,U6RATE),REGRESSION(INDPRO,PAYEMS))
sur=SUR_REGRESSION(system)
EXTRACT(sur,"summary")

Interpretation and limitations

Requires a SimuRegressionOperator created from at least two regressions. The corrtable extract delegates to that system, so its availability depends on the installed system operator. SUR does not by itself remove serial correlation.

Available extracts

Save the command result in a variable, then use EXTRACT(result, "key"). Availability can depend on the input form and fitted model.

model
table
corrtable
summary
diagnostics

In indexed patterns such as beta:n, replace n with the required index.

Learn more

Detailed guide and examples