[Gretl-users] ADF test: Printing p-values
Hello,
I would like to run ADF test on a stationary ARMA process with 100 repetitions. How can I
report the p-value for every repetition instead of just the last p-value or a mean of
p-values? I want to write a code to calculate the proportion that the p-value is
above/below certain significance levels.
Thank you in advance.
Attachments:
- attachment.html (text/html — 1.7 KB)