[Gretl-users] LM Tests in systems

[Allin Cottrell]

On Fri, 23 May 2008, Mixon, Wilson wrote:

> 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...

> ? lmtest --arch --quiet
> Sorry, command not available for this estimator

The arch and aurocorr variants of lmtest have been enabled quite 
recently for system estimators, and the job was not done with full 
consistency.  Thanks for the report; this is now fixed in CVS.

Allin.