Re: [Gretl-users] Unit roots and structural breaks
On Tue, 10 Jan 2017, George Matysiak wrote:
Best wishes for 2017 to Gretl users.
Thank you.
I've looked at past correspondence and other than this,
http://lists.wfu.edu/pipermail/gretl-users/2012-July/007772.html, I'm
unable to locate anything on unit roots and structural breaks tests in
Gretl. Has anyone written a function? Thanks.
Try the help for the "adf" and "kpss" commands, or the Gretl
User's
Guide. Or the supplied script file perron97.inp or the StrucBreak
package available under the "fx" toolbar icon, or
http://ricardo.ecn.wfu.edu/gretl/cgi-bin/gretldata.cgi?opt=SHOW_FUNCS
(or various other methods).
Or google "gretl unit root test". In short, don't be so helpless!
Allin Cottrell