On Thu, 18 Oct 2012, Marcin Pietrzak wrote: > Hi, > > I want to write a loop which will test a time series for non-stationary and > if it do not pass ADF test the loop will automatically produce first > differences. > > loop foreach i xlist > adf 40 xlist.$i --test-down > genr p.$i = $pvalue > if p.$i > 0,05 > genr d_xlist.$i = diff(xlist.$i) > endloop > > Gretl has some problems with if, it shows that it is not correct. Do > anybody have any idea?
... and all of a sudden you realise you're stuck in a time loop, and things you've already seen will repeat again, and again, and again... and there's no escape... and you desperately want to wake up from this nightmare... but noooo, you can't.... -------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Economia Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti --------------------------------------------------
