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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