Dear Gretl Team, I would like to give 2 suggestions that I think could make VAR estimations easier (at least for the GUI users :). In the VAR model window, under "Tests -> Autocorrelation", it would be great if we could have a more "complete" test result. Please, take a look at this example: using "australia.gdt" data and estimating a VAR(1) model with the variables "le", "lpus", and "lpau" (I'd attached a Gretl session file) we get the following output: Equation 1: Ljung-Box Q' = 3.56914 with p-value = P(Chi-square(4) > 3.56914) = 0.467 Equation 2: Ljung-Box Q' = 6.00246 with p-value = P(Chi-square(4) > 6.00246) = 0.199 Equation 3: Ljung-Box Q' = 33.5337 with p-value = P(Chi-square(4) > 33.5337) = 9.29e-07 I think it would be better if Gretl could present not only the lag number 4, but all the lags requested by the user (just like it does in an OLS estimation - "Graphs -> Residual correlogram"): LAG ACF PACF Q-stat. [p-value] 1 -0.0141 -0.0141 0.0157 [0.900] 2 -0.0333 -0.0335 0.1047 [0.949] 3 0.1832 0.1825 2.8302 [0.419] 4 -0.0947 -0.0949 3.5691 [0.467] 5 0.0827 0.0987 4.1402 [0.529] 6 0.0553 0.0139 4.3989 [0.623] 7 -0.1578 -0.1228 6.5371 [0.479] 8 0.0775 0.0465 7.0605 [0.530] 9 0.0920 0.0878 7.8091 [0.553] 10 -0.1368 -0.0960 9.4905 [0.486] 11 0.0357 -0.0034 9.6066 [0.566] 12 -0.0637 -0.0736 9.9830 [0.617] The second suggestion is related to the graphs options (in the VAR model window, "Graphs"). Why don't we put the residual correlogram option? ;-) Thanks in advance for your attention, -- Henrique C. de Andrade Doutorando em Economia Aplicada Universidade Federal do Rio Grande do Sul www.ufrgs.br/ppge