RE: [Gretl-users] Tests for Residuals
On Sun, 3 Feb 2008, Tom La Bone wrote:
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...
OK, then we'll try to be extra-helpful ;-)
1) Does Gretl have tests for randomness of residuals accessible as
options from the GUI?
Yes, various aspects of the "randomness" (or otherwise) of the
residuals are explored by almost all the items under the "Tests"
menu in the model output window. You could also save the
residuals and do a runs test if you wanted.
2) From the command line?
help lmtest
help testuhat
help runs
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?
The Gretl User's Guide, latest version at
http://ricardo.ecn.wfu.edu/pub/gretl/manual/
plus of course the C source, as Sven said.
Allin Cottrell