Re: [Gretl-users] perron (1989)

Am 12.12.2015 um 17:48 schrieb Augusta Pelinski: > nd how I program it in gretl? I do not have much knowledge of gratl to > do this. Well we're not at a Star Trek level yet where you talk to gretl and say "gretl, please run this test for me, you know what I mean". So you need to learn how to use it. Start reading the documentation. Apart from that, if you understand that Perron test and if I remember the test correctly (which by the way doesn't test the break but instead tests for a unit root _allowing_ for a break), then you can implement it in the graphical interface as well, it's just a regression with suitable right-hand side variables. The only thing that perhaps is not doable with the mouse alone is to construct the break dummy. Not sure if now there exists a function package that makes it easier to construct such a dummy in the GUI. (-> question to all)