Em 19 de janeiro de 2011 Allin escreveu: On Tue, 18 Jan 2011, Henrique Andrade wrote: > Em 18 de janeiro de 2011 Riccardo (Jack) Lucchetti > <r.lucchetti(a)univpm.it&gt;escreveu: > > On Tue, 18 Jan 2011, Henrique Andrade wrote: > > > > I'm trying to use R inside a Gretl script in order to perform the > >> Phillips-Perron test. [ but getting an error ] > >> > >> Does anyone has a clue for what's going wrong? > > > > You need to use the "--send-data" option, as in > > > > foreign language=R --send-data > > > > Dear Riccardo, thanks for your answer, but the "--send-data" > option didn't fix my problem :( The only way to circumvent this > is to choose the "Interactive R session" and enter the R > commands manually. Is this on a Mac, or what? Your script (plus --send-data) works fine on Linux and Windows here.