Hi,
I have 4 time series measured for 28 different countries + 6 exogenous time series.
The data are in time series representation, therefore I have 4*28+6=118 variable IDs.
The three exogenous series start the series.
Following 28 variable IDs represent the first variable for the 28 countries, next 28 IDs
represent the second variable for the 28 countries etc.
I intend to perform: ADF test for all of the variables and Engle-Granger test for pairs
with countries (for the 4 series) like this: exogenous variable + each of the
countries' variable.
I intended to execute this code:
loop for (tmp_country=1; tmp_country<=28; tmp_country+=1)
country_code1=$tmp_country-1+7
country_code2=$tmp_country-1+35
country_code3=$tmp_country-1+63
country_code4=$tmp_country-1+91
# here is the crucial part of the question, how to do this:
adf 12 country_code1 --c --ct --test-down
The question is, how do I reference the variable ID in the ADF command? If I put the above
in, Gretl reports that country_code1 is not a series name - obviously, I want to execute
this command: adf 12 7 --c --ct --test-down
Thanks.