[Gretl-users] ADF test inside a loop

Dear Gretl Community, I'm trying to perform several ADF tests and save the results (statistic + p-value) inside a matrix. Please take a look at my script: <script> open australia.gdt list Variables = lpus iau2 lpau scalar T = nelem(Variables) scalar lag = int(12*($nobs/100)^(1/4)) matrix ADF = zeros(nelem(Variables),2) colnames(ADF, "estatistica p-valor") rownames(ADF, "lpus iau2 lpau") loop foreach i Variables loop j=1..T adf lag $i --c --test-down matrix ADF[$j,] = $test ~ $pvalue endloop endloop print ADF </script> With that script I get almost all I need. Only the following problems remain: (1) The command "rownames" doesn't work; (2) I can´t figure out how to save the test statistic and the associated p-value (I know I'm overwriting the values inside the loop, but can´t find a way to avoid that). Best regards, -- *Henrique C. de Andrade* Doutorando em Economia Aplicada Universidade Federal do Rio Grande do Sul www.ufrgs.br/ppge