[Gretl-users] Phillips-Perron Test

Dear Gretl Community, I'm trying to use R inside a Gretl script in order to perform the Phillips-Perron test. Please take a look at my script: *open australia.gdt foreign language=R testedvar <- gretldata[,"lpau"] PP.test(testedvar) end foreign* With this script I've got the following error: *Error executing script: halting Does anyone has a clue for what's going wrong? Best regards, -- *Henrique C. de Andrade* Doutorando em Economia Aplicada Universidade Federal do Rio Grande do Sul www.ufrgs.br/ppge