[Gretl-users] ADF test script error

[nadaud at centre-cired.fr]

Dear listers, greetings from Paris !

I am writing a script for the Stock Watson DOLS estimator. I want to do ADF
tests by the descending lag method. But when i launch the script, gretl does
not want to execute it, for example i have :

? adf WLOG -5 --ct
Data types not conformable for operation

Error executing script: halting
> adf WLOG -5 --ct

However, when I do the manually the tests from the GUI they I am got the results.
I do not see where is the problem, WLOG is a series from a file opened by the
script.

Thanks for your advice

cheers

Franck