[Gretl-users] Re: Lyapunov Exponent
Oh my god, I didn't even remember that I asked this again.
Yes, I am familiar with the BDS test. That is good to know!
Thank you
PG
*Periklis Gogas
<http://www.econ.duth.gr/personel/dep/gkogkas/index.en.shtml>*
Professor
Economic Analysis and International Economics
Department of Economics
Democritus University of Thrace
Euro Area Business Cycle Network - Fellow
<http://www.eabcn.org/person/periklis-gogas>
The Rimini Centre for Economic Analysis - Fellow
<http://www.rcfea.org/component/option,com_frontpage/Itemid,1/>
The Society for Economic Measurement - Member
<http://sem.society.cmu.edu/home.html>
Institute for Nonlinear Dynamical Inference (INDI) - Charter Fellow
<http://icemr.ru/institute-for-nonlinear-dynamical-inference/>
On Thu, Dec 2, 2021 at 11:52 PM Sven Schreiber <svetosch(a)gmx.net> wrote:
Am 02.12.2021 um 20:49 schrieb Periklis Gogas:
> Hello all,
>
> Is there any function in Gretl to estimate the Lyapunov exponent and
> it's confidence intervals?
>
Hi, unfortunately I think the answer remains the same since you asked
this question in 2018: no.
(In the meantime, however, gretl got the BDS test for unspecified kinds
of non-linearity in time-series, see the built-in bds command. This is
not specifically about chaos, however.)
cheers
sven
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