Hi, I have uploaded a new function package in the py4gretl family, "py4gretl_ct_test". With it you can test a multivariate time series for the number of stochastic trends as suggested by Nyblom/Harvey (kind of like a multivariate KPSS test). It also incorporates the extensions by Busetti for several types of deterministic breaks in the data. As always, any feedback is appreciated. -sven P.S. This is really an example of something that could be done in native gretl script quite easily I guess -- But since I had the numpy code lying around...