Re: [Gretl-users] accessing the LR test for (G)ARCH terms after GARCH estimation
On Thu, 24 May 2012, artur tarassow wrote:
definitely it is simple to run the test by hand. But I was just
thinking
that in the case gretl already runs a test itself, why not to allow to
access the test results... ;-)
You can actually get the result of the LR test for (G)ARCH
terms using $["garch_LR"].
We haven't attempted to document this yet but any named data
attached to the last model can be got using the bundle-type
syntax, $["<key>"]. Right now you'd have to peek into the C
sources to see what named things are attached to models of
different kinds.
Allin Cottrell