This would be a nice feature actually. I think RATS or CATS offers this as well.

Cheers,
Artur

2013/1/30 Manny B <mannypu@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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