2010/7/14 Allin Cottrell <cottrell@wfu.edu>

On Wed, 14 Jul 2010, Henrique Andrade wrote:

> I have 2 time-series, X and Y, and I need to create a new one, Z, that is
> defined as:
>
> Z(1) = X(1)
> Z(2) = Z(1) + Y(2)
> Z(3) = Z(2) + Y(3)
> .
> .
> .
> Z(n) = Z(n-1) + Y(n)
>
> Where Z(1) is the first observation of the series Z, Z(2) is the second
> observation of the series Z, and so on.
>
> How can I do this with Gretl?

series Z = X[1]
Z = Z(-1) + Y

No rocket science required.

Dear Allin, thank you for your help. Sorry for the delay in thanking you, I was correcting some problems in the script that I'm using for the preparation of my PhD thesis (I would like that the whole thesis could be estimated using Gretl ;-)).

Best,
Henrique