Hi - I am running an ECM type model with several equations in a SUR system. I was just wondering is there a way to program in storing the redials from a SUR? I know it is easy with an OLS (simple set ect = resid) but this system will create several residuals. I can see it through View>Residuals>Spreadsheet but was wondering if there is a way to create multiple ect terms?
Thanks.
CNR15
Storing Residual from System
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Re: Storing Residual from System
Ah - you're a star Gareth. Thanks for this. Should have spotted it myself!
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