Hello everybody,

this is to let you know that the contributed function package "DHF_test" is going to be removed from the public package server soon. If you rely on that package for whatever reason, you can keep a local copy on your system(s). (And also perhaps write us about the fact that you're using it, which would be interesting as well.)

The package DHF_test implements an early test for seasonal unit roots, its name stands for Dickey-Hasza-Fuller. But for seasonal unit root testing we currently recommend to use the "GHegy" package instead, which also has been available for many years on the gretl package server, and which refers to the HEGY publication (Hylleberg/Engle/Granger/Yoo, 1990).

DHF_test package author Marcin obviously knows about this reorganization, as he is also a member of the gretl team.

If you have any remaining questions about this (and perhaps also about seasonal unit root testing in gretl), please go ahead and ask them.

cheers

sven