[Gretl-users] Different output on coint and adf and saving $uhat

2011-12-18 Thread clarodina at lycos . com
 Have data below 27.34 11.52 29.41 12.28 29.53 12.07 29.63 11.89 30.09 12.06 29.93 12.04 29.8 12.12 28.81 11.63 30.15 12.36 29.38 12.06 28.56 11.91 28.02 11.51 The coint gives below ? coint 1 v1 v2Step 1: testing for a unit root in v1Augmented Dickey-Fuller test for

Re: [Gretl-users] Different output on coint and adf and saving $uhat

2011-12-18 Thread Allin Cottrell
On Sun, 18 Dec 2011, clarodina(a)lycos.com wrote: [once again, HTML only -- please do NOT do this!] 1. The final ADF regression in the Engle-Granger test does not include any deterministic terms (thus, no constant). 2. After running a regression in the GUI you can always save the residual, und