On Sun, Jan 18, 2026 at 11:09 AM Sven Schreiber <sven.schreiber(a)fu-berlin.de&gt; wrote: > 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.