This is the head of the function:
function matrix ADFGLSTest (series Y "series to test",
bool trend[0] "include a trend",
int maxlag[-1] "Lag order for the ADF-GLS test",
bool downward[1] "test down from maximum lag order",
int crit[0:1:1] "criterion" {"modified BIC",
"modified AIC"},
bool pq[0] "use Perron-Qu method")
It's a wrapper over adf command with --gls. It adds new p-values computed
based on my simulations and interpolated using MacKinnon(1994) approach
to the adf output.
The problem is how to set [12*($nobs/100)^1/4] the default value.
Currently it is -1. There is "if" inside: reads -1 and computes
[12*($nobs/100)^1/4]
Everything works, but the GUI has not completely as nice look as that of adf command,
because "-1" is shown in the slot instead of computed [12*($nobs/100)^1/4].
Oleg
--- Оригінальне повідомлення ---
Від кого: "Sven Schreiber" <svetosch(a)gmx.net>
Дата: 15 квітня 2015, 16:24:57
Am 15.04.2015 um 09:48 schrieb Ignacio Diaz-Emparanza:
> On 14/04/15 02:22, oleg_komashko(a)ukr.net wrote:
>> In GUI for a function package I had to do like this
>>
>>
>>
>> then the function read "-1"
>> and computes 12*($nobs/100)^1/4
>>
>> How to make the default value to make the function to show computed
>> value of 12*($nobs/100)^1/4, for example 10, as adf GUI do in this
>> window?
>>
>
> Good question !!
> I don't know and I am also interested in a response.
>
I don't even know whether I know the answer (probably not) because I
haven't really understood the question...
cheers,
sven
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users