[Gretl-devel] kpss observations/issues

Hi, sorry for reporting a bunch of quirks so close to the release, it's not intentional. Anyway, in actual use of the 'kpss' command I'm stumbling over the following things: - (extremely minor) The doc could mention that the usual $test and (if applicable) $pvalue accessors can be used after running the test command. - The $test accessor contains NA when running in a panel context. (Example: 'kpss 3 invest' on the grunfeld dataset, and then look at $test.) OK, the printout reveals three different test statistics, so perhaps it would have to become a matrix instead of a scalar. - Using automatic bandwidth choice in a panel yields glitch in the output: For example, doing 'kpss -1 invest' runs fine, and according to the doc it triggers automatic lag order (window size) choice. However, in the printout the "-1" is repeated verbatim, whereas in a plain time-series context the actually chosen value is displayed. (But BTW, when restricting the sample to one unit from the panel, the kpss command works nicely as expected in a time-series context.) thanks sven