[Gretl-users] fcast arch bug?

Allin Cottrell cottrell at wfu.edu
Sat Jun 16 12:02:59 EDT 2007


On Sat, 16 Jun 2007, Chris wrote:

> I finally made it to the computer where I'm running the 
> regressions. When I run an OLS regression on the model I'm 
> testing and run the arch test I get this output...

> The p-value is essentially zero, so I should be rejecting the 
> null hypothesis and there should be a model availalbe for 
> forecasting when I run the arch command then correct?

Yes, that seems right.  If you could send me the data file you're 
using I will be glad to see if I can figure out what's wrong.

Allin


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