Hi,
I'm still new to GRETL, so please pardon a simple question. I want my
students to generate a simple random walk of, say 1000 values, so that
they can compare (graph) this against changes in the DOW. How is a
random walk generated in GRETL? More fundamentally, how do I lag a
series and use it on the right-hand-side? I tried
genr rw = lags(dow, 1) + randgen(N, 0, 1)
but this didn't work.
Thanks,
Walt Paczkowski
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Walter R. Paczkowski, Ph.D.
Data Analytics Corp.
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