[Gretl-users] LM Tests in systems
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.
system name = FullModel
equation 6 0 10 28 11 16 18 24
equation 7 0 10 28 11 17 18 25
equation 8 0 10 28 11 16 19 26
equation 9 0 10 28 11 17 19 27
end system
estimate FullModel method = sur
lmtest --arch --quiet
? lmtest --arch --quiet
Sorry, command not available for this estimator
Suggestions?