[Gretl-users] Phillips-Perron test
Hello. Is the Phillips-Perron test for a unit root available in Gretl?
Or is using R still the best option? (as described in the Tue Dec 15,
[Gretl-users] "Perron test for unit roots in GRETL") Thanks -- jim
-- in part, from the Dec 15 exchange:
Charles Koss schrieb:
Ricardo, I mean the Phillips-Perron Test for Unit Roots. thanks.
Not quite the perfect answer, but if you have R installed, you can do:
*file menu -> script files -> new script -> R script
*and type (only the inner two lines ;-):
<R-script>
testedvar <- gretldata[,"yourvarname"]
PP.test(testedvar)
</R-script>
>> Is there an implementation of the Perron test for unit roots
in
GRETL?
>>
>> on the menu, I see the following tests adf, adf-gls, and KPSS. The
>> Perron test is not in the menu; are there reasons for not using it?
>>