I found your website and have recently started using GRETL. I am running time
Now for the u^hat of the cointegration regression in Step 4 I would like to tell GRETL to
PLOT these residuals for me.
Then I want to calculate standard deviation bands around the zero line and also plot these
on the u^hat residual plot chart.
A 3x standard deviation horizontal line for positive residuals and the same for negative
Can this be done? I would greatly appreciate feedback.
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