[Gretl-devel] Re: Some diagnostic test results are not added to the model window
On Sun, Jan 18, 2026 at 11:09 AM Sven Schreiber
<sven.schreiber(a)fu-berlin.de> wrote:
after estimating a model (say with OLS), gretl's standard GUI behavior
after the user runs a diagnostic test via the Test menu in the model
window is to print the result in the model window below the estimation
output.
However, there seem to be some exceptions:
- CUSUMSQ
- Nonlinearity/BDS
(and possibly others that only affect panels or so).
Is there a special reason for this, or simply an oversight?
The tests whose summaries we save to the model window provide a
(single) test statistic and p-value. As things stand, the CUSUMSQ test
is basically a descriptive thing; we don't have a counterpart to the
Harvey-Collier statistic for CUSUM. If someone wants to research the
matter and provide an algorithm for a test statistic that would be
nice. The difficulty with BDS is that for order > 2 we get multiple
nonlinearity test statistics, which would "overflow" the apparatus in
place for the test summaries.
Allin