Re: [Gretl-users] counting

Ricardo, I copied and paste your code and then run it; this message appeared gretl version 1.8.6 Current session: 2010-01-05 11:04 ? <script> Syntax error in command line Error executing script: halting What could be causing the problem? Thanks! -- Charles Koss http://charlesonnet.blogspot.com/ On Tue, Jan 5, 2010 at 7:13 AM, Artur T. <artur.tarassow(a)googlemail.com&gt; wrote: > Riccardo (Jack) Lucchetti schrieb: >> On Mon, 4 Jan 2010, Berend Hasselman wrote: >> >>> You beat me to it. >>> I was getting some doubts about the genr's. >>> So I decided to initialise y to 0. >> [...] >>> I've run this several times. The rejection rate still seems to reach >>> 6 or 7 %. >> >> Slightly modified version: >>> set echo off >> set messages off >> nulldata 100 >> >> scalar n      = 9 >> matrix alphas = 0.9 + 0.1/(n+1)*seq(0,n) >> scalar rlevel = 0.05 >> scalar N      = 1000 >> matrix rjs    = zeros(1, cols(alphas)) >> set stopwatch >> >> loop for i=0..n --quiet >>     scalar reject = 0 >>     alpha = alphas[i+1] >>     loop N --quiet >>         series y = 0 >>         genr y = alpha*y(-1) + normal() >>         adf 1 y --c --quiet >>         genr pv = $pvalue >>         reject += (pv<rlevel) >>     endloop >>     rjs[i+1] = reject >> end loop >> >> time=$stopwatch >> >> results = (alphas | (100/N * rjs))' >> colnames(results, "alpha rej_rate") >> print results >> printf "CPU seconds used %.2f\n",time >> </script> >> >> which of course illustrates the well known lack of power of the ADF >> test: if you use "adf --gls" things change quite a bit. >> >> Riccardo (Jack) Lucchetti >> Dipartimento di Economia >> Università Politecnica delle Marche >> >> r.lucchetti(a)univpm.it >> http://www.econ.univpm.it/lucchetti >> ------------------------------------------------------------------------ >> >> _______________________________________________ >> Gretl-users mailing list >> Gretl-users(a)lists.wfu.edu >> http://lists.wfu.edu/mailman/listinfo/gretl-users > That's a nice script. I am surprised that the power of the gls variant > is that higher. > > Thanks for the script! > > artur > > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users >