Re: [Gretl-users] Gretl-users Digest, Vol 42, Issue 16
On Mon, 12 Jul 2010, [iso-8859-1] Francisco L�pez Herrera wrote:
Excuse me, but how can I issue the adf test with panel data?
1) Either download the latest gretl snapshot for your OS or build
gretl from the current CVS sources.
2) Load into gretl a panel dataset.
2) Via script, or using the console (or using the command-line
program, gretlcli) issue the command (for example)
adf 0 y
where "0" represents the lag order and "y" is the name of the
series to be tested.
Allin Cottrell