On Sun, 6 Sep 2009, Data Analytics Corp. wrote: > I'm still new to GRETL, so please pardon a simple question. I want my > students to generate a simple random walk of, say 1000 values, so that > they can compare (graph) this against changes in the DOW. How is a > random walk generated in GRETL? More fundamentally, how do I lag a > series and use it on the right-hand-side?
Here's an illustration of a couple of ways of doing it: nulldata 10 series u = normal() # just for comparability u[1] = 0 # method 1: just cumulate u series rwalk1 = cum(u) # method 2: use autoregressive formula series rwalk2 = 0 rwalk2 = rwalk2(-1) + u print rwalk1 rwalk2 --byobs Allin Cottrell
