[Gretl-users] Generating a random walk

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? Thanks, Walt Paczkowski <>

[Gretl-users] Generating a random walk

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 u

Re: [Gretl-users] Generating a random walk

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 (

Re: [Gretl-users] Generating a random walk

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?

Re: [Gretl-users] Generating a random walk

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(