Re: [Gretl-users] KPSS interpolated p-value

On Fri, 16 Jul 2010, Henrique Andrade wrote: > I'm a KPSS test newbie and I would like to request your help. > Please take a > look at the following small script: > > <script> > open australia.gdt > loop foreach i 0 1 2 3 4 --quiet > kpss $i PAU > endloop > </script> > > Looking at the interpolated p-values I've found results that are > greater > than 1. I would like to know if this is possible. Certainly not. Fixed in CVS. Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users