[Gretl-users] Help to plot residuals from Engle-Granger Cointegration Regression

Hi everyone, I found your website and have recently started using GRETL. I am running time series>Cointegration Test>Engle-Granger. Now for the u^hat of the cointegration regression in Step 4 I would like to tell GRETL to PLOT these residuals for me. Then I want to calculate standard deviation bands around the zero line and also plot these on the u^hat residual plot chart. A 3x standard deviation horizontal line for positive residuals and the same for negative residuals. Can this be done? I would greatly appreciate feedback. Regards, Michael Grobler Prescient Securities Equity Derivatives Office: +27 (0)21 700 3785 E-mail: michael@prescient.co.za<http://www.psec.co.za/> Webpage: www.psec.co.za<http://www.psec.co.za/> ________________________________ Disclaimer This document is confidential and is issued for the information of clients only. It is subject to copyright and may not be reproduced in whole or in part without the prior written permission of Prescient Securities (Pty) Ltd (Reg no. 1999/008636/07). Opinions expressed or recommendations made in this document must be construed as such and while all attempts have been made to ensure the accuracy of the information herein, Prescient Securities (Pty) Ltd accepts no liability for decisions taken based on this information.