Re: [Gretl-devel] ADF test variations

On Mon, 8 Apr 2013, Allin Cottrell wrote: > I think it would be a good idea to make the MAIC criterion the > default for "test-down". This would be backward incompatible, in the > sense that the same script, using the --test-down option with the > "adf" command, and with no additional parameter, would (in general) > produce different results under gretl >= 1.9.13 versus gretl <= > 1.9.12. But you could still get the old behaviour under new gretl > using --test-down=tstat. > > So my question to you: Does this sound OK? Any objections? If I'm not mistaken, the policy so far has been to avoid backward incompatible changes, unless there's a good reason and as long as they're porperly documented in the file we keep for the purpose. The reasons you mention seem very good to me: if a statistical method has been proven inferior, keeping it as the default is actually close to a bug. So I'd say let's go ahead.