On Thu, 31 Dec 2020, Ivan Falconi wrote:
Hi, I received the message below. What does "staging area"
mean in this
context, please?
Ivan, you (or somebody using your login to the gretl package upload
site) has been busy uploading lots of packages written by other
people and already published on the server, as if they were new
submissions. This is a nuisance and waste of time for the gretl
team. If you have been doing this, please stop. If it wasn't you,
please to try find out who's using your login.
I am trying to activate the options for tests of time
series analysis once it has been modelled. Normality test opens in both
cases, when the dataset is declared as cross-section and time series. The
autocorrelation test only opens when the dataset is declared as time
series. Why homogeneity of variance is not activated for both cases?
An autocorrelation test is not about homogeneity of variance, it's
about serial correlation of the error term, which is generally not
meaningful in the context of cross-sectional data. If you want to
test for homogeneity of variance you have a number of
heteroskedasticity tests available, for both cross-section and time
series data.
Allin Cottrell