Re: [Gretl-users] Initial values for simulating an AR(p) process

Thanks Allin, that clinches it: Read datafile /usr/local/share/gretl/data/misc/denmark.gdt Model 1: OLS, using observations 1975:1-1987:3 (T = 51) Dependent variable: Y coefficient std. error t-ratio p-value ---------------------------------------------------------- const 0.573197 0.457911 1.252 0.2179 time 0.000288957 0.000360372 0.8018 0.4274 Y_1 0.800428 0.153400 5.218 5.90e-06 *** Y_2 0.120277 0.198738 0.6052 0.5485 Y_3 −0.0469882 0.180931 −0.2597 0.7964 Y_4 −0.213941 0.144448 −1.481 0.1464 X 0.336480 0.104987 3.205 0.0027 *** X_1 −0.0594923 0.157019 −0.3789 0.7068 X_2 −0.430368 0.150459 −2.860 0.0067 *** X_3 0.0952069 0.161941 0.5879 0.5599 X_4 0.181183 0.135096 1.341 0.1874 Mean dependent var 5.959878 S.D. dependent var 0.069523 Sum squared resid 0.015477 S.E. of regression 0.019670 R-squared 0.935959 Adjusted R-squared 0.919949 F(10, 40) 58.46033 P-value(F) 1.11e-20 Log-likelihood 134.1900 Akaike criterion −246.3801 Schwarz criterion −225.1300 Hannan-Quinn −238.2598 rho −0.024300 Durbin-Watson 2.002194 Excluding the constant, p-value was highest for variable 10 (Y_3) C On 9 December 2016 at 03:47, Allin Cottrell <cottrell(a)wfu.edu&gt; wrote: -- Clive Nicholas "My colleagues in the social sciences talk a great deal about methodology. I prefer to call it style." -- Freeman J. Dyson