Hi, Take a look at the Gretl User's Guide accessible via the menu "Help -> User's Guide". Or look here: https://sourceforge.net/projects/gretl/files/manual/gretl-guide-a4.pdf/do... Search for the keyword "modtest" in the guide and you'll see how to conduct specification tests after having estimated some model. Quick overview about the modtest command: https://gretl.sourceforge.net/gretl-help/cmdref.html#modtest I also recommend Lee Adkin's book where you find many applied examples: https://www.learneconometrics.com/gretl/index.html By the way, some time ago we've started to translate the FPP book examples for gretl: https://github.com/gretl-project/forecasting_principles However, not all chapters and examples are covered, yet. Artur