[Gretl-users] Phillips-Perron Test

Riccardo (Jack) Lucchetti r.lucchetti at univpm.it
Tue Jan 18 11:19:10 EST 2011


On Tue, 18 Jan 2011, Henrique Andrade wrote:

> Dear Gretl Community,
> 
> I'm trying to use R inside a Gretl script in order to perform the Phillips-Perron test. Please take a look at my
> script:
> 
> open australia.gdt
> foreign language=R
>     testedvar <- gretldata[,"lpau"]
>     PP.test(testedvar)
> end foreign
> 
> With this script I've got the following error:
> 
> Error executing script: halting
> > end foreign
> 
> Does anyone has a clue for what's going wrong?

You need to use the "--send-data" option, as in

foreign language=R --send-data

HTH,

Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche

r.lucchetti at univpm.it
http://www.econ.univpm.it/lucchetti


More information about the Gretl-users mailing list