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



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