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

Webpage: www.psec.co.za

 


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