Thank you Allin,
The script runs all but perfect now. The book you reccomended was also
a big help.
Now I have a question about LaTex output in GRETL.
After searching in the manual and the list it seems that only the
model (i.e. Model 1,2,3,4) can be saved in the LaTex format and what
shows on the output screen cannot.
How is it possible to add the estimates of mu and sigma to the model
that is calculated?
In other words what do we need to add to the script to get what is
written in the output window in the red circle to the model in the
green sircle if it's possible of course. (please see the attached
screenshot)
Any help will be appreciated.
Best regards,
Gregory