Re: [Gretl-users] Loop for differencing non-stationary time series
On Thu, 18 Oct 2012, Marcin Pietrzak wrote:
I want to write a loop which will test a time series for
non-stationary and
if it do not pass ADF test the loop will automatically produce first
differences.
loop foreach i xlist
adf 40 xlist.$i --test-down
genr p.$i = $pvalue
if p.$i > 0,05
genr d_xlist.$i = diff(xlist.$i)
endloop
Gretl has some problems with if, it shows that it is not correct. Do
anybody have any idea?
Already answered:
http://lists.wfu.edu/pipermail/gretl-users/2012-October/008127.html
Allin Cottrell