Charles Koss schrieb:
Ricardo, I mean the Phillips-Perron Test for Unit Roots. thanks.
Not quite the perfect answer, but if you have R installed, you can do:
*file menu -> script files -> new script -> R script
*and type (only the inner two lines ;-):
<R-script>
testedvar <- gretldata[,"yourvarname"]
PP.test(testedvar)
</R-script>
>> Is there an implementation of the Perron test for unit roots
in GRETL?
>>
>> on the menu, I see the following tests adf, adf-gls, and KPSS. The
>> Perron test is not in the menu; are there reasons for not using it?
>>
There are many more unit root tests out there, it's kind of arbitrary
which ones to include natively I guess. IMO this is a good case for a
user-contributed function package, porting from the R code or from
http://ideas.repec.org/c/boc/bocode/t871805.html or from wherever.
cheers,
sven