Yes, and after that follows my suggestion associated with the insertion of dummy variables. As I know, currently dummy variables can be added through "add var" window by entering a formula. As dealing with dummy variables is crucial and common in time series analysis (when large residuals are present), the possibility of adding them in such a way as setting sample through "set range" window (i.e. by clicking a mouse and setting dates) will be perfect!

Manny

Date: Wed, 30 Jan 2013 22:56:09 +0100
From: artur.tarassow@googlemail.com
To: gretl-users@lists.wfu.edu
Subject: Re: [Gretl-users] Residuals - part 2

This would be a nice feature actually. I think RATS or CATS offers this as well.

Cheers,
Artur

2013/1/30 Manny B <mannypu@hotmail.com>

Allin,

when estimating GARCH or OLS I noticed that under option "Display actual, fitted, residual",
Gretl automatically denotes (with *) residuals in excess of 2.5 standard errors.

Is it possible to implement the same in VAR/VECM?

Thnx.

Manny

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