Dear all,
the contributed but unmaintained function package "gqtest" is going to
be retired soon from the gretl package server.
The package implemented the old Goldfeld-Quandt test for heteroskedastic
residuals. However, nowadays this test is essentially irrelevant for
applied work --as also acknowledged in the package's help text--, the
standard recommendation would be to run something like the built-in
Breusch-Pagan test as a diagnostic.
(In scripting, you can do "modtest --breusch-pagan" with or without the
additional "--robust" switch. In the GUI in the window of your estimated
model, you would go to the menu Tests/Heteroscedasticity/Breusch-Pagan
or /Koenker. Of course, another option is to run White's test.)
Secondly, being unmaintained the package has had some technical issues
for quite some time now, and so the gretl team decided to retire it.
The package has been archived here:
https://github.com/gretl-project/gqtest. Of course, you can also keep a
local copy for yourself which will continue to work as always.
Thanks
Sven
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