Re: [Gretl-devel] Suggestion for new unit root test formatting

Hi, now for something completely different: As I mentioned in passing at the conference, I have received some (mild) complaints about the output of the ADF test in gretl. And indeed I think the arrangement of the information is suboptimal. So here's a concrete suggestion with before-and-after [need to view this with monospaced font]: Now / before: " Augmented Dickey-Fuller test for LRM including 4 lags of (1-L)LRM sample size 50 unit-root null hypothesis: a = 1 test with constant model: (1-L)y = b0 + (a-1)*y(-1) + ... + e 1st-order autocorrelation coeff. for e: 0.075 lagged differences: F(4, 44) = 4.290 [0.0051] estimated value of (a - 1): -0.0591989 test statistic: tau_c(1) = -1.70189 asymptotic p-value 0.4303 " And my suggestion / after: " LRM: Augmented Dickey-Fuller test (H0: unit root, a = 1) ------------------------------------- Test with constant â - 1 = -0.0591989 Test stat tau_c(1) = -1.70189 Asympt. p-value = 0.4303 ------------------------------------- Test equation: Dependent variable differenced: (1-L)LRM, lagged level with coefficient a - 1, including 4 lagged differences (exclusion test F(4, 44) = 4.290 [0.0051]), and constant term. Residual 1st-order autocorr = 0.075 Sample size = 50 -------------------------------------- " Now I'm not saying my suggestion is optimal, but I do think it would be an improvement. If somebody directs me to the right places in the source, I could try to make the corresponding changes. What do you think?