Re: [Gretl-users] system of equations

Am 10.10.2013 21:11, schrieb valentina colombo: I don't think I really understand what you want to do in the end, but anyway some remarks that might clarify some things: - yes you can get the residuals from a system via $uhat, as explained in ch. 28 of the guide. You get a matrix type variable, not a series. You also get the estimated cross-equation covariance via $sigma, which may also help. - Are you perhaps trying to do the test which is available directly in $diagtest along with $diagpval (again see ch. 28)? -sven