[Gretl-users] fcast arch bug?
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.
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