On Mon, 13 Dec 2010, Sven Schreiber wrote:
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?
Also, in the graphical interface after estimating a model, see
"Autocorrelation" under the tests menu.
Allin Cottrell