On Tue, 18 Jan 2011, Henrique Andrade wrote:

> Em 18 de janeiro de 2011 Riccardo (Jack) Lucchetti
> <r.lucchetti@univpm.it>escreveu:
>

> On Tue, 18 Jan 2011, Henrique Andrade wrote:
> >

> >  I'm trying to use R inside a Gretl script in order to perform the

> >> Phillips-Perron test. [ but getting an error ]

> >>
> >> Does anyone has a clue for what's going wrong?
> >
> > You need to use the "--send-data" option, as in
> >
> > foreign language=R --send-data
> >
>

> Dear Riccardo, thanks for your answer, but the "--send-data"
> option didn't fix my problem :( The only way to circumvent this
> is to choose the "Interactive R session" and enter the R
> commands manually.

Is this on a Mac, or what? Your script (plus --send-data) works
fine on Linux and Windows here.