/usr/share/gretl/scripts/misc/jgm-1996.inp is in gretl-common 2016a-1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 | # Replicate part of Table 1 in James G. MacKinnon,
# "Numerical Distribution Functions for Unit
# Root and Cointegration Tests", Journal of Applied
# Econometrics, 11 (1996), pp. 601-618.
open jgm-data.gdt
smpl 1955 ;
# unit root tests for short-term interest rate
adf 0 r_s --c
adf 0 r_s --ctt
adf 1 r_s --ctt
# unit root tests for medium-term interest rate
adf 0 r_m --c
adf 0 r_m --ctt --verbose
adf 1 r_m --ctt --verbose
# tests for long rate
adf 0 r_l --ctt
adf 1 r_l --ctt
# CPI inflation rate
adf 1 pi_c --ctt
# inflation measured by GDP deflator
adf 1 pi_y --ctt
adf 2 pi_y --ctt
|