Storing Residual from System
Posted: Thu Oct 13, 2022 9:45 am
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
Thanks.
CNR15