Thanks Jack, It helps a great deal. I didn’t realize you can set autoregressive panel the same way you do for time series. Fred
> > Date: Wed, 21 Oct 2020 08:56:58 +0200 (CEST) > From: "Riccardo (Jack) Lucchetti" <p002...@staff.univpm.it> > Subject: [Gretl-users] Re: How to efficiently simulate a lot of > autoregressive panel data for testing purpose? > To: Gretl list <gretl-users@gretlml.univpm.it> > Message-ID: <2dcc2e9b-36fe-be92-8043-b7afdcdb6...@staff.univpm.it> > Content-Type: multipart/mixed; > boundary="-842988409-523125758-1603263419=:122363" > > ---842988409-523125758-1603263419=:122363 > Content-Type: text/plain; charset=ISO-8859-15; format=flowed > Content-Transfer-Encoding: quoted-printable > > On Wed, 21 Oct 2020, Fred Engst wrote: > >> Hi all, >> I need an efficient means to simulate a lot of autoregressive panel dat= > a, but have not been able to do it without a lot of trouble. > > Does this help? > > <hansl> > > nulldata 360 > setobs 12 1:1 --stacked-time-series > series x =3D normal() > series y =3D 10 > y =3D 1 + 0.9 * y(-1) + x - 0.9*x(-1) + normal() > > dpanel 1 ; y const x x(-1) --system > > </hansl> > > ------------------------------------------------------- > Riccardo (Jack) Lucchetti > Dipartimento di Scienze Economiche e Sociali (DiSES) > > Universit=E0 Politecnica delle Marche > (formerly known as Universit=E0 di Ancona) > > r.lucche...@univpm.it > http://www2.econ.univpm.it/servizi/hpp/lucchetti > ------------------------------------------------------- > ---842988409-523125758-1603263419=:122363-- > > ------------------------------ _______________________________________________ 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/
