Good Morning,
About two months ago when I first started working with Gretl I asked if
Gretl has tests for randomness of model residuals (accessible from
either the GUI or the command line). I got a number of fairly
non-specific responses like "look at the documentation" and "look at the
menus on the windows". Well, after two months of working with Gretl I am
now a hardened veteran and ready to ask the question again:
The only mention of a test for randomness I can find is the
non-parametric runs test. Can Gretl do a Ljung-Box test (or some other
test I am not familiar with) of the randomness of residuals? Thanks in
advance for any advice you may offer.
Tom