Hi all, After I send the email out, I’m figured out one approach is to first simulate a time series, and then recast it into a panel by using the setobs command. However, my purpose is to see the distribution of the panel adf test, but in panel adf, I can’t retrieve the test statistics, nor the p-value of the test using $pvalue or $test. What should I do? Once more, thanks in advance. Fred
> On Oct 21, 2020, at 2:29 PM, Fred Engst <engst.u...@gmail.com> wrote: > > Hi all, > I need an efficient means to simulate a lot of autoregressive panel data, but > have not been able to do it without a lot of trouble. > Thanks in advance, > Fred _______________________________________________ Gretl-users mailing list -- gretl-users@gretlml.univpm.it To unsubscribe send an email to gretl-users-le...@gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/
