Date: Mon, 24 Jun 2019 10:43:04 -0400 (EDT)
From: Allin Cottrell <cottrell(a)wfu.edu>
Subject: [Gretl-users] Re: Chow test p-value
To: Gretl list <gretl-users(a)gretlml.univpm.it>
Content-Type: text/plain; charset=US-ASCII
On Mon, 24 Jun 2019, Sven Schreiber wrote:
Am 24.06.2019 um 15:01 schrieb Marcelo Duarte:
> In previous versions of gretl, if I ran a chow test (along a dummy
> variable) from the tests menu it would print the test statistics and
> respective p-value.
> As of now, only an augumented model is returned, and no statistics and
> Is there a way to get those?
> I'm working on win7 64bit with gretl 2019c-git (2019-06-01).
I'm not seeing this problem on gretl 2019b (from May 21st), so if it is
a bug, it must have been introduced in the ten days after the release of
2019b. (Or it's specific to Win7, which I somehow doubt, however.)
Perhaps you should update to a brand new snapshot, or downgrade to 2019b.
I just checked an example with current git, and the test statistic
p-value were shown OK. They appear underneath the augmented model
output so in some cases it may be necessary to scroll down to see
I have tried upgrading and downgrading gretl and the same keeps happening.
When I run the Chow test, a new window opens with the augmented model, but
in neither appears the statistics and p-value.
The model I'm working on contains lagged independent variables, and, just
to get that idea out of my head, I've tried to run it without the laggs: It
My question may have an obvious answer, but I do not know: Is the chow test
sensitive to laggs in independent variables?
Thank you once more,