Re: [Gretl-users] Residuals - part 2
This would be a nice feature actually. I think RATS or CATS offers this as
well.
Cheers,
Artur
2013/1/30 Manny B <mannypu(a)hotmail.com>
Allin,
when estimating GARCH or OLS I noticed that under option "Display actual,
fitted, residual",
Gretl automatically denotes (with *) residuals in excess of 2.5 standard
errors.
Is it possible to implement the same in VAR/VECM?
Thnx.
Manny
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