(The regression is incorrect from econometric point of view, just to give an easily
reproducible example)
open /usr/local/share/gretl/data/misc/denmark.gdt
ols LRM const LRY
dw=$dwpval
(here Durbin-Watson = 0.298798)
From script output:
? dw=$dwpval Imhof integral gave negative
value
Error executing script: halting > dw=$dwpval
May be it worth to include into the function something like this: if dw<dw0
pvalue<e-N for some N?