Javier García schrieb: Ok this has nothing to do with gretl anymore, but anyway: You can interpret each test individually as having <= in the null hypothesis, no problem. However, to determine the rank (which normally is what you want), you have to do a sequence of tests. Then, after rejecting r=0 in a first test, the second test should better be interpreted to have null hypothesis r=1. It does not make much sense to postulate H_0: r<=1 for the second test, because you already rejected r=0, so all that's left is r=1. (Of course, for the calculation of the test statistics, it doesn't make any difference anyway.) But, if you have already accepted the hypothesis of r=0 (against r>0), then why on earth are you testing a rank of 1 against r>1? That is not a consistent rank determination procedure. HTH, Sven