Re: [Gretl-users] SUR - ADF test function package
Am 16.02.2015 um 20:48 schrieb Artur T.:
I think the questions refers to Allin's function package.
ah ok I see
Artur
On 16.02.2015 20:46, Sven Schreiber wrote:
> Am 16.02.2015 um 20:10 schrieb Samet Tandoğan:
>> I want to estimate ADF regression SUR system with "trend" varriable
>> but
>> i couldn't see any options for this. Is there any way to add
"trend"
>> varriable test statistics equations.
>>
Quickly looking at the help text of that package reveals something about
adding a "drift". In this context a drift and a trend should be
basically the same thing (under the null hypothesis at least).
hth,
sven