Hi Sir Thanks For helping me,i am very thankful to you with regard arshad
----- Original Message ----- From: Allin Cottrell Sent: 12/30/08 10:34 am To: Gretl list Subject: Re: [Gretl-users] variance-ratio tests
On Sat, 27 Dec 2008, arshad arif wrote:
> i am a new user of gretl. i have a problem i want to perform Lo > and MacKinlay's variance ratio test and multiple variance ratio > (MVR) Chow and Denning test
> is it possible to perform this test by using this software .if > yes would you please help me in this regard how can i perform > these tests.
The Lo-MacKinlay test is implemented in a function package that you can download. Go to /File/Function files/On server and look for lomackinlay. The Chow-Denning test is not implemented, though I suppose it would not be very difficult to program in gretl.
Allin Cottrell _______________________________________________ Gretl-users mailing list gretl-us...@lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users
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