[Gretl-users] Tests for Residuals

Sven Schreiber svetosch at gmx.net
Sun Feb 3 12:31:32 EST 2008


Am 03.02.2008 16:30, Tom La Bone schrieb:
> Good morning,
> 
> 1) Does Gretl have tests for randomness of residuals accessible as options
> from the GUI?
> 
> 2) From the command line?

Short answer: yes. Long answer: In contrast to some other open-source 
projects, gretl has excellent documentation; I'm almost certain the user 
guide has the detailed answers to your question.

> 
> 3) What references are recommended for folks who interested in the
> algorithms used in Gretl? In other words, what references discuss in detail
> how Gretl does what it does?
> 

Again, in some cases the documentation is fairly explicit, but 
ultimately Allin and Jack would probably say: use the source, Luke. 
(Nothing I ever do since I'm not literate in C, so I'm not trying to be 
arrogant here, it's just the fact of open source that unlike proprietary 
packages everything is accessible in principle.)

good luck,
sven



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