/jfox
> -Original Message-
> From: [EMAIL PROTECTED]
> [mailto:[EMAIL PROTECTED] On Behalf Of Martin Ivanov
> Sent: Thursday, April 05, 2007 1:02 PM
> To: r-help@stat.math.ethz.ch
> Subject: [R] about systemfit
>
> Thank you very much for your responsiveness. He
Thank you very much for your responsiveness. Here are the tests that show the
same results, as they must:
linear.hypothesis(model=adfResulm,hypothesis.matrix=Rrestr10,test="Chisq"):
Res.Df RSS Df Sum of Sq Chisq Pr(>Chisq)
1127 7.3782
2137 7.6848 -
---Original Message-
> From: [EMAIL PROTECTED]
> [mailto:[EMAIL PROTECTED] On Behalf Of Martin Ivanov
> Sent: Thursday, April 05, 2007 11:28 AM
> To: r-help@stat.math.ethz.ch
> Subject: [R] about systemfit
>
> Hello. I am still a newbie in R. Excuse me if I am asking
> somethi
Hello. I am still a newbie in R. Excuse me if I am asking something obvious. My
efforts to get an answer through browsing the mailing archives failed. I want
to perform an augmented Dickey-Fuller test and to obtain AIC and BIC and to be
able to impose some linear restrictions on the ADF regressi
