[Gretl-users] ECM

Hello, I'd like to know how to solve this ECM equation in Gretl: dy = b[1] + b[2] dx + b[3] ( y(-1) - b[5] x(-1) ) With b[4]=b[3]*b[5], dy = b[1] + b[2] dx + b[3] y(-1) - b[4] x(-1) Using OLS we can have coefficient, t-value, and p-value of: b[1], b[2], b[3], and b[4] <script> open data10-5 ols diff(calwage) const diff(uswage) lags(1,calwage) lags(1,uswage) </script> How to get coefficient, t-value, and p-value of b[5] itself? Thank you. Yuniarto Hadiwibowo