Am 13.12.2010 07:48, schrieb Samrat Sanyal:
Gretl users,
Is there any option to execute breusch-godfrey autocorrelation test in
gretl?
check out the documentation for the 'modtest --autocorr' command. Do you
need "just" a valid test for autocorrelation, or do you really need
breusch-godfrey?
cheers,
-sven