Re: [Gretl-users] accessing the LR test for (G)ARCH terms after GARCH estimation
On Thu, 24 May 2012, Artur Tarassow wrote:
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>
Are you sure that's exactly what you ran? It works OK here with
current CVS.
? test = $["garch_LR"]
Generated scalar test = 408.977
(Also when running in German, if that's relevant.)
Btw, I could not find the C-sources for garch estimation.
They're in plugin/garch.c
find . -name "*.c" | xargs grep garch_LR
Allin