Object Reference : Object View and Procedure Reference : System
  
 
sur
Estimate a system object using seemingly unrelated regression (SUR).
Note that the EViews procedure is more general than textbook versions of SUR since the system of equations may contain cross-equation restrictions on parameters.
Syntax
system_name.sur(options)
Options
 
i
Iterate on the weighting matrix and coefficient vector simultaneously.
s
Iterate on the weighting matrix and coefficient vector sequentially.
o (default)
Iterate only on the coefficient vector with one step of the weighting matrix.
c
One step iteration on the coefficient vector after one step of the weighting matrix.
m=integer
Maximum number of iterations.
c=number
Set convergence criterion.The criterion will be set to the nearest value between 1e-24 and 0.2.
l=number
Set maximum number of iterations on the first-stage iteration to get one-step weighting matrix.
numericderiv / ‑numericderiv
[Do / do not] use numeric derivatives only. If omitted, EViews will follow the global default.
fastderiv / ‑fastderiv
[Do / do not] use fast derivative computation. If omitted, EViews will follow the global default.
showopts / ‑showopts
[Do / do not] display the starting coefficient values and estimation options in the estimation output.
prompt
Force the dialog to appear from within a program.
p
Print estimation results.
Examples
sys1.sur(i)
estimates SYS1 by SUR, iterating simultaneously on the weighting matrix and coefficient vector.
nlsys.sur(showopts,m=500)
estimates NLSYS by SUR with up to 500 iterations. The “showopts” option displays the starting values.
Cross-references
See “System Estimation” for a discussion of system estimation.