Hello everybody,
this is to announce that the contributed function package DP (DP.gfn)
will be removed from the package server in a couple of days.
The reason is that its functionality is already provided natively by
core gretl; the package carries out the Dickey-Pantula test for a double
unit root / I(2)-ness of a time series. In gretl you can perform this
test simply by choosing the option "use first difference of the series"
in the various dialog windows for the different unit root test
incarnations. (Under the "Variable" menu; in script mode use the option
--difference with the adf command -- perhaps we could add to the adf
documentation explicitly the keyword Dickey-Pantula.)
This redundancy was probably not the case when the package was first
published. In any case, the package hasn't been updated since 2015 and
the author Uriel could not be reached anymore. (Uriel, if by any chance
you are reading this: greetings, and it would be great to get your
current email address.)
If --for whichever reason-- you still need to use the package in the
future, you would have to keep a private copy of the gfn package file on
your system.
cheers
sven
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