On Mon, 4 Apr 2016, Henrique Andrade wrote:

Dear Gretl Team,

Is it possible to allow the accessors $test and $pvalue after the
correlation (corr) command?

It is important to me because I'm developing some programs that tries to
automatically choose regressors.

How about this?

<hansl>
function matrix hanslcorr (series x, series y)
  r = corr(x, y)
  n = sum(ok(x) && ok(y))
  test = r * sqrt((n-2) / (1 - r*r))
  pval = pvalue(t, n-2, test)
  return {r, test, pval}
end function

# example usage
open data4-10
corr CATHOL ENROLL
m = hanslcorr(CATHOL, ENROLL)
print m
</hansl>