try:
series y = 0
genr y = y(-1) + randgen(N, 0, 1)
i think using genr is deprecated.
Chris
________________________________________
Von: gretl-users-bounces(a)lists.wfu.edu [gretl-users-bounces(a)lists.wfu.edu] im Auftrag von
Data Analytics Corp. [walt(a)dataanalyticscorp.com]
Gesendet: Montag, 5. Oktober 2009 17:52
An: gretl-users(a)lists.wfu.edu
Betreff: [Gretl-users] random walk
Hi,
I need to do a simple thing which seemed to work before, but now it's
not. Suppose I have a work space with the S&P 500 closing numbers by
month. I now want to create a random walk. I used
genr y = 0
genr y = y(-1) + randgen(N, 0, 1)
but it doesn't like the ( in the y(-1). How can I get this to work?
Thanks,
Walt
--
________________________
Walter R. Paczkowski, Ph.D.
Data Analytics Corp.
44 Hamilton Lane
Plainsboro, NJ 08536
________________________
(V) 609-936-8999
(F) 609-936-3733
walt(a)dataanalyticscorp.com
www.dataanalyticscorp.com
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