[Gretl-users] Tests for Residuals

[Tom La Bone]

Sven, thanks for your timely response. 

In case I have not blown my cover already, I must confess that I am a stat
grad student taking his first time series course. Our professor has given us
the freedom to use any software we want for the course, and I am taking the
opportunity to learn Gretl. I chose Gretl because of many of the things you
mention, i.e., it is well documented, open source (I can look at the code if
I dare), and in the worst case it is a nice front-end for sending data to R
for further analysis. 

The main downside of using Gretl is that nobody in the department is
familiar with the program so I am "on my own" in my efforts to learn how to
use it. I make an honest effort to look through the manual for answers to my
questions before asking for help. I have gotten some useful answers and
guidance that were not immediately obvious from the manual. On the other
hand I have gotten some guidance that goes into the "I have not gotten to
that chapter yet" bin. It would be helpful to be able to search the archives
for answers to my questions that have already been posted, but it appears
that is not possible.

In my question about documentation I guess I am asking if there is a
textbook that explains times series analysis as it is implemented in Gretl,
i.e., is there a times series textbook where the author planned on the
students using Gretl (like ITSM is used in Brockwell and Davis).

Tom






-----Original Message-----
From: Sven Schreiber [mailto:svetosch at gmx.net] 
Sent: Sunday, February 03, 2008 12:32 PM
To: labone at gforcecable.com; Gretl list
Subject: Re: [Gretl-users] Tests for Residuals

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