Hi,<br><br>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.<br><br>loop foreach i xlist <br>adf 40 xlist.$i --test-down<br>
genr p.$i = $pvalue<br>if p.$i &gt; 0,05<br>genr d_xlist.$i = diff(xlist.$i)<br>endloop<br><br>Gretl has some problems with  if, it shows that it is not correct. Do anybody have any idea?<br><br>Marcin Pietrzak<br>