Am 31.01.2019 um 16:07 schrieb Reynaldo Senra:

Dear Sven,

Very much thank you for the quick response.

Yes I know they are different. Maybe I was not clear with my message. R reports critical values and gretl p-values.

See also https://www.rdocumentation.org/packages/tsDyn/versions/0.9-44/topics/rank.test
which also uses Doornik's values. Could you compare those two different tools in R? (There's no unique R way there.)

cheers,
sven