(The regression is incorrect from econometric point of view,

just to give an easily reproducible example)

open /usr/local/share/gretl/data/misc/denmark.gdt
ols LRM const LRY
dw=$dwpval

(here Durbin-Watson = 0.298798)

From script output:

? dw=$dwpval
Imhof integral gave negative value

Error executing script: halting
> dw=$dwpval

May be it worth to include into the function
something like this:  if dw<dw0 (or if 
Imhof <=0) or pvalue<p0  print( pvalue<e-N )for some N, say e-16?

R ouput for the same dataset (dwtest{lmtest})

DW = 0.2988, p-value < 2.2e-16
!