Re: [Gretl-users] perron (1989)
Am 12.12.2015 um 17:48 schrieb Augusta Pelinski:
nd how I program it in gretl? I do not have much knowledge of gratl
to
do this.
Well we're not at a Star Trek level yet where you talk to gretl and say
"gretl, please run this test for me, you know what I mean". So you need
to learn how to use it. Start reading the documentation.
Apart from that, if you understand that Perron test and if I remember
the test correctly (which by the way doesn't test the break but instead
tests for a unit root _allowing_ for a break), then you can implement it
in the graphical interface as well, it's just a regression with suitable
right-hand side variables.
The only thing that perhaps is not doable with the mouse alone is to
construct the break dummy. Not sure if now there exists a function
package that makes it easier to construct such a dummy in the GUI. (->
question to all)
cheers,
sven