Yes, and after that follows my suggestion associated with the insertion of dummy variables. As I know, currently dummy variables can be added through "add var" window by entering a formula. As dealing with dummy variables is crucial and common in time series analysis (when large residuals are present), the possibility of adding them in such a way as setting sample through "set range" window (i.e. by clicking a mouse and setting dates) will be perfect! Manny Date: Wed, 30 Jan 2013 22:56:09 +0100 From: artur.tarassow(a)googlemail.com To: gretl-users(a)lists.wfu.edu Subject: Re: [Gretl-users] Residuals - part 2 This would be a nice feature actually. I think RATS or CATS offers this as well. Cheers, Artur 2013/1/30 Manny B <mannypu(a)hotmail.com&gt; Allin, when estimating GARCH or OLS I noticed that under option "Display actual, fitted, residual", Gretl automatically denotes (with *) residuals in excess of 2.5 standard errors. Is it possible to implement the same in VAR/VECM? Thnx. Manny _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users