Thanks!Well I run script without "--Progressive" option. Unfortunately, it dropped my second variable (ECT1) because it contains only 0-s. However, I need both in the equation ECT1 and ECT2. Do you have any solution?Here is the copy of results:Current session: 2015-05-18 15:13? T=$nobsReplaced scalar T = 94? loop i=1..T --quiet> genr ECT1 = ECT*(time <= i)> genr ECT2 = ECT-ECT1> ols D_ARM ECT1 ECT2 D_FRN1 D_ARM1> genr LF = $lnl> store "C:\Users\Svanidze\Desktop\LF.gdt" LF> endloopModel 767: OLS, using observations 2006:12-2014:08 (T = 93)Dependent variable: D_ARMOmitted because all values were zero: ECT1coefficient std. error t-ratio p-value--------------------------------------------------------ECT2 −0.281632 0.0562133 −5.010 2.70e-06 ***D_FRN1 −0.0226867 0.103735 −0.2187 0.8274D_ARM1 0.131557 0.0901396 1.459 0.1479******************** I skip the rest **********************************************Best,MirandaOn Mon, May 18, 2015 at 3:03 PM, Riccardo (Jack) Lucchetti <r.lucchetti@univpm.it> wrote:On Mon, 18 May 2015, Miranda Svanidze wrote:
To clarify my problem written in the previous email, I am adding results
from Gretl.
I dn't understand why you need the --progressive flag. Is the following example of any help to you?
<hansl>
set echo off
set messages off
open AWM.gdt --quiet
series y = ln(YER)
series c = ln(PCR)
series z = y - c
diff y c
T = $nobs
series ll = NA
loop i=1..T --quiet
series zp = z * (time < i)
series zm = z - zp
ols d_c 0 d_y zp(-1) zm(-1) --quiet
ll[i] = $lnl
endloop
plot ll
options time-series with-lines
end plot --output=display
</hansl>
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti@univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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