On Wed, 19 Jan 2011, Allin Cottrell wrote: > Hmm, I see (from how Rsrc reads) that gretl is not using the R > shared library on your system, rather it's trying to use > Rterm.exe. Unless you specified "set R_lib off" this means there > was an error trying to open the library. Still, Rterm should work. > I'll try some testing.
I think I see what's happening here. If I'm right, the problem is that the R folks have once again messed with the directory structure under Program Files/R on Windows: this changed from R 2.9 to R 2.11, and now it's changed again with 2.12. Also if I'm right, the Phillips-Perron script should now work OK with current R (in the gretl snapshot for Windows). Allin Cottrell