Re: [Gretl-devel] adf and restricted samples

Patricio Cuarón schrieb: > Is it correct that ADF always uses the whole range instead of the > current sample? > I don't see that behavior here. > > > ? smpl > > Full data range: 2002:1 - 2008:4 (n = 28) > > > ? smpl > > Full data range: 2002:1 - 2008:4 (n = 28) > > Current sample: 2004:1 - 2008:4 (n = 20) > here you're not showing what happened in between right? > > ? adf 8 log(salarios) --ct > > My guess is that gretl's adf routine allows the initial values to be taken from the pre-sample periods, if available. Since you have 8 lags and by coincidence shorten the sample also by 8 obs, it looks as if gretl is always using the full sample, but it really doesn't. cheers, sven _______________________________________________ Gretl-devel mailing list Gretl-devel(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-devel