gretl version 1.10.90cvs
Current session: 2015-06-30 22:35

? open denmark

Read datafile /usr/local/share/gretl/data/misc/denmark.gdt
periodicity: 4, maxobs: 55
observations range: 1974:1 to 1987:3

Listing 5 variables:
  0) const    1) LRM      2) LRY      3) IBO      4) IDE    

? adf 2 IBO

IBO: Augmented Dickey-Fuller test
including 2 lags of diff(IBO)
sample size: 52
(H0: unit-root, a = 1)
 
with constant:
( diff(y) = cnst + (a-1)*y(-1) + ... + res )
  ----------------------------------
  estimated a-1          = -0.060000
  test stat: tau_c(1)    = -1.3994
  asymptotic p-value     =  0.5843
  ----------------------------------
  1st-order residual autocorr: -0.053
  lagged diff exclusion test: F(2, 48) = 6.419 [0.0034]

with constant and trend:
( diff(y) = cnst + b1*t + (a-1)*y(-1) + ... + res )
  ----------------------------------
  estimated a-1          = -0.078494
  test stat: tau_ct(1)   = -1.7100
  asymptotic p-value     =  0.7472
  ----------------------------------
  1st-order residual autocorr: -0.073
  lagged diff exclusion test: F(2, 47) = 6.503 [0.0032]