Re: [Gretl-users] Generating a random walk
Welcome and enjoy! You ca use this command:
genr series rw = dow(-1) + normal(0,1)
artur
Data Analytics Corp. a écrit :
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