From: Allin Cottrell <cottrell@wfu.edu>
Subject: Re: [Gretl-users] getting p-values out of Johansen test
To: "Gretl list" <gretl-users@lists.wfu.edu>
Date: Wednesday, December 8, 2010, 8:14 AM

On Tue, 7 Dec 2010, Robert Kirkby wrote:

[ that he'd like to be able to retrieve the p-values from
  gretl's Johansen cointegration test programatically ]

This is now implemented in CVS and snapshots. The $test and
$pvalue accessors will give you matrices with the same layout as
the printed results; that is, column 1 of each matrix pertains to
the trace test and column 2 to the Lambda-max test.

Allin Cottrell
_______________________________________________
Gretl-users mailing list
Gretl-users@lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users