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Posted: **Thu Oct 31, 2013 8:36 am**

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

Posted: **Thu Oct 31, 2013 9:01 am**

Proc->Make Residuals to make the residuals.

Add a term such as [AR(1)=c(2)] to add ar terms.

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3SLS Residuals and Adding the AR term to the Regression

3SLS Residuals and Adding the AR term to the Regression

Re: 3SLS Residuals and Adding the AR term to the Regression