[Gretl-users] Re: "Data Error" from kpss_test/adf_test C/C++ api
On Thu, 13 May 2021, riles(a)triton.net wrote:
Hello
The following code produces this error "Data error"
int list[2] = {1,0};
int kpss_error = ::kpss_test(2,list,dset,OPT_N,prn);
if (kpss_error!=0) {
errmsg(adf_error, prn);
}
Your list as shown above is not going to work. The series ID of 0 is
strictly reserved in gretl for the constant (array of 1s). "Real"
series must be at position 1 or higher in the dataset. And of course
you need a real series for the kpss test.
Allin