1. L

    Time series analysis - residuals arent stationary

    Hey everyone, i'm struggling with modelling some times series to get residuals with white noise characteristics. I use SPSS for ARIMA modelling and exponential smoothing and Gretl for stationary testing with the Augmented-Dickey-Fuller and the KPSS-Test. My workflow: At first I use Gretl to...
  2. E

    Interpreting White test for heteroskedasticity

    Hello, i am using Gretl software and run a OLS regression on a set of panel data. I am trying to find out if there is hetereskedasticity in the model, but I do not know how to interpret the outcome of White test. It says: Null hypothesis: heteroskedasticity not present Test...
  3. R

    Gretl - Pooled Time Series Cross Sectional Data

    I've been working on a multiple regression analysis on bank failures using a probit model. I am currently using cross sectional data but I would like to use time series data in order to use historical data and increase the sample size. I am unsure of how to do this using the Gretl interface...