I am currently using 3SLS to run a two equation system. I was wondering if its possible to retrieve the residuals from either the system or two equations, as they are needed to run extra statistical tests, such as a J test. In addition, when trying to add the AR(1) term to my equations it states that it does not know what the term AR means. Any help would be greatly appreciated.
Thanks
3SLS Residuals and Adding the AR term to the Regression
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Re: 3SLS Residuals and Adding the AR term to the Regression
Proc->Make Residuals to make the residuals.
Add a term such as [AR(1)=c(2)] to add ar terms.
Add a term such as [AR(1)=c(2)] to add ar terms.
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