Re: [Gretl-devel] some 'coint' interface details (and questions)

Am 14.11.18 um 00:12 schrieb Allin Cottrell: > > OK, makes good sense. That interpretation of the --seasonals option for > "coint" is now in git. The doc still needs updating; hopefully that (and > revised snapshots) will follow tomorrow. I have tested the new snapshot and it's in there alright. Impressive how the new items automatically appears in the local language (though I know that's because it's referencing existing strings). There's one remaining glitch AFAICS for the case of no constant especially. The regular seasonal dummies have a non-zero mean (over time), so they implicitly introduce a constant (as you know). Thus if the user chooses no constant, centered seasonal dummies should be used. It's probably the best way to use centered dummies always. Plus the --seasonals option isn't honored apparently in the previous ADF tests when --nc is given [...]