This sounds like a nice idea but the following does not work in this
case (current cvs on ubuntu, also tested on last windows snapshot)
<hansl>
open b-g.gdt
# model 1
garch 1 1 ; 1
test = $["garch_LR"]
<hansl>
Btw, I could not find the C-sources for garch estimation.
Artur
Am 24.05.2012 15:09, schrieb Allin Cottrell:
On Thu, 24 May 2012, artur tarassow wrote:
> definitely it is simple to run the test by hand. But I was just thinking
> that in the case gretl already runs a test itself, why not to allow to
> access the test results... ;-)
You can actually get the result of the LR test for (G)ARCH
terms using $["garch_LR"].
We haven't attempted to document this yet but any named data
attached to the last model can be got using the bundle-type
syntax, $["<key>"]. Right now you'd have to peek into the C
sources to see what named things are attached to models of
different kinds.
Allin Cottrell
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