Dear Gretl users, I have to test the linearity vs non-lineraity of my system. To doing that, I need to use (no alternative) the Rao test, as in Terasvirta (2013). Then, I specify : p=4cdZ=3 #column dimension of vector Z---contains the interaction terms btw lagged variables and TVcdX=3 #column dimension of vector X--lagged variablesscalar s=((cdZ^2*p^2-4)/(p^2+cdZ^2-5))^1/2scalar n=126-cdX-(1/2)*(p+cdZ+1)scalar z1=((n*s-(1/2)*cdZ*p+1)/(cdZ*p))scalar z2=(n*s-(1/2)*cdZ*p+1) Notice that RSS1 and RSS2 are matrices of RSS of two regressions. Then, I specify my F Rao test genr Frao=(((abs(RSS1)/abs(RSS2))^1/s)-1)*z1 the result is matrix Frao genr J= cdZ*pgenr unrest_df= z2 genr pv1= pvalue( X, J, unrest_df, Fstat) Gretl tells me that ( Argomento non valido per la funzione)--Argument not valid for the function! I don't understand what happens. Have somebody any suggestions? ThanksValentina