Re: [Gretl-users] Recursive processes:

Hello everyone, I trying to migrate from Eviews to GRETL so perhaps this is noob question - how can we state recursive processes in GRETL? I wish to simulate a simple AR process for 200 periods: yt=0.8y(yt-1)+et where et is N(0,1) I generate the nulldata 200 and create a random et using randgen, I try to use the ARMA functionality but it doesn't recognize the 0.8 coefficient, when I try to estimate yt I run into problems. In E-views the code is: smpl @first @last series e=nrnd smpl @first @first series y = 0 smpl @first+1 @last series y = .8*y(-1)+e Thanks in advance! EF