Re: [Gretl-users] LM Tests in systems
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.