Re: [Gretl-users] ADF by OLS manually
Am 22.04.2013 10:03, schrieb yinung at Gmail:
But this looks like Yt_1 has been generated internally since the script
like this does not work:
ADF1 <- ols diff(Yt) const Yt(-1) diff(Y(-1))
well if your variable is called "Yt" (a bad choice IMHO BTW) then "Y"
isn't going to work, is it?
In general it would help to include the error message.
hth,
sven