Hello. Is the Phillips-Perron test for a unit root available in Gretl? Or is using R still the best option? (as described in the Tue Dec 15, [Gretl-users] "Perron test for unit roots in GRETL") Thanks -- jim
-- in part, from the Dec 15 exchange: Charles Koss schrieb: > Ricardo, I mean the Phillips-Perron Test for Unit Roots. thanks. > > Not quite the perfect answer, but if you have R installed, you can do: *file menu -> script files -> new script -> R script *and type (only the inner two lines ;-): <R-script> testedvar <- gretldata[,"yourvarname"] PP.test(testedvar) </R-script> >>> Is there an implementation of the Perron test for unit roots in GRETL? >>> >>> on the menu, I see the following tests adf, adf-gls, and KPSS. The >>> Perron test is not in the menu; are there reasons for not using it? >>>
