[Gretl-users] Loop for differencing non-stationary time series

Hi, 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? Marcin Pietrzak