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
> end foreign

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