Otherwise, if you want to keep track of lagged and white noise
variables, you can use this:
genr random_walk = normal(0,1)
genr dow_1 = dow(-1)
genr rw = dow_1 + random_walk
artur
artur bala a écrit :
> Welcome and enjoy! You ca use this command:
>
> genr series rw = dow(-1) + normal(0,1)
>
> artur
>
> Data Analytics Corp. a écrit :
>
>> Hi,
>>
>> 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? I tried
>>
>> genr rw = lags(dow, 1) + randgen(N, 0, 1)
>>
>> but this didn't work.
>>
>>
>> Thanks,
>>
>> Walt Paczkowski
>>
>>
>>
>
>
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