Using the dialog box, I can conduct autocorr & arch tests for the equations in a system. Using the following commands, I get the message below. system name = FullModel equation 6 0 10 28 11 16 18 24 equation 7 0 10 28 11 17 18 25 equation 8 0 10 28 11 16 19 26 equation 9 0 10 28 11 17 19 27 end system estimate FullModel method = sur lmtest --arch --quiet ? lmtest --arch --quiet Sorry, command not available for this estimator Suggestions?