Re: [Gretl-users] Cointegration Engle-Granger ?
Yes, maybe there could be a possibility to include seasonal dummies too?
Now this is possibile but ADF test is done for them too with, off course,
wrong results.
From: Allin Cottrell <cottrell(a)wfu.edu>
Reply-To: Gretl list <gretl-users(a)ricardo.ecn.wfu.edu>
To: Gretl list <gretl-users(a)ricardo.ecn.wfu.edu>
Subject: Re: [Gretl-users] Cointegration Engle-Granger ?
Date: Tue, 25 Jul 2006 16:19:38 -0400 (EDT)
On Tue, 25 Jul 2006, john w wrote:
>I think that skip function is not working...
>When this option is checked then initial variable DF testing should be
>excluded. Right?
There is now a new Windows snapshot in place, with a few more Engle-Granger
refinements.
Allin.
_______________________________________________
Gretl-users mailing list
Gretl-users(a)ricardo.ecn.wfu.edu
http://ricardo.ecn.wfu.edu/mailman/listinfo/gretl-users
_________________________________________________________________
Windows LiveĀ Messenger has arrived. Click here to download it for free!
http://imagine-msn.com/messenger/launch80/?locale=en-gb