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Hello.

how can I test correlation in a simultaneous Model , the Method I use is TSLS. I noticed that I can't use "AR" , it gives an error message as "AR is not defined".

The section "How to Create and Specify a System" of the "System Estimation" chapter of User Guide II gives pretty clear instructions on how to add AR terms to a system.

The section "How to Create and Specify a System" of the "System Estimation" chapter of User Guide II gives pretty clear instructions on how to add AR terms to a system.

thank you very much for your help.