Am 03.07.2010 18:19, schrieb Allin Cottrell:
Following some recent discussion here, I have now factored testing
for fractional integration out of the "pergm" command and provided
better and more visible access via a new command, "fractint".
The fractint command uses the Local Whittle Estimator by default
but has an option to use GPH. It supports the $test and $pvalue
accessors, and has a --quiet option.
The GUI menu items have been reorganized correspondingly. This is
in CVS and snapshots. Thanks to Javier G for spotting some
breakage, and to Sven S for suggesting that we clean up the
previous muddle!
Sorry for not testing earlier, and thanks for the separation. Just one
menu layout thought: maybe the unit-root-related test menu entries in
the Variable menu could be put in a new submenu? (I mean the new
fractional integration entry, ADF, ADF-GLS, and KPSS.) Seems quite
logical and natural to me.
thanks,
sven