Hi all,
Merely as an aside, I wouldn't bet the farm on any inferences
from GPH tests if I were you, unless the data conforms to ARFIMA
having certain properties.
GPH flops badly when employed to test certain data containing inherent bias.
best regards from Richard Hudson
----- Original Message -----
From: savos schmagges
To: gretl-users(a)lists.wfu.edu
Sent: Saturday, February 20, 2010 1:08 AM
Subject: [Gretl-users] Extracting GPH and Whittle test results from pergm
Hi!
is there any way to extract the GPH and Whittle test results from the pergm in a scalar?
I didn't find anything in the gretl manual - maybe it's not implemented ...
I am searching for something like that:
scalar d_gph=$gph(varname)
Thx for your efforts.
Kindest regards
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