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 -----
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
Schau mir in die Augen, Kleines: Chatte mit
der Liebsten per Video.
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