On Tue, 7 Dec 2010, Robert Kirkby wrote: [ that he'd like to be able to retrieve the p-values from gretl's Johansen cointegration test programatically ]
This is now implemented in CVS and snapshots. The $test and $pvalue accessors will give you matrices with the same layout as the printed results; that is, column 1 of each matrix pertains to the trace test and column 2 to the Lambda-max test. Allin Cottrell
