[Gretl-users] Re: "Data Error" from kpss_test/adf_test C/C++ api
Am 18.05.2021 um 16:30 schrieb riles(a)triton.net:
in short it looks like the other function's don't check if
the series id is 0 and I have been populating the series id 0 with real values so
everything has worked as normal.
If that's true, then I guess a case could be made to ban usage of series
ID 0 more consistently (at the C level) where it makes sense, and/or
perhaps to check a used series (including non-0) for constancy where
that's a real concern. In the KPSS case so far it appears as if the
check targets a constant series, but as a substitute instead checks only
for ID 0.
thanks
sven