Re: [Gretl-users] MacKinnon critical values
Am 14.08.2012 09:20, schrieb Alessia Via:
Thank you Allin! That means that if I have something like this:
tau_c(1) = -2,69871 asymptotic p-value : 0,07419
I can simply not reject the null
while:
tau_c(1) = -4,15522 asymptotic p-value : 0,0007807
means I can reject the null? Without further computations?
Hi, I can see two possible interpretations of your question:
Either you're asking what a p-value is. This would (a) not be
gretl-specific and (b) very basic statistics, such that honestly I would
recommend not to do any empirical work on your own.
Or you're asking whether gretl prints the appropriate p-values for this
test. Allin gave the answer already: yes they are (apart from advanced
details such as small-sample issues etc., but that's why gretl prints
the modifier "asymptotic").
cheers,
sven