[Gretl-users] Question regarding lag length for JJ cointegration test

From: gretl-users-request(a)lists.wfu.edu Subject: Gretl-users Digest, Vol 47, Issue 13 To: gretl-users(a)lists.wfu.edu Date: Thu, 9 Dec 2010 12:00:03 -0500 Send Gretl-users mailing list submissions to gretl-users(a)lists.wfu.edu To subscribe or unsubscribe via the World Wide Web, visit http://lists.wfu.edu/mailman/listinfo/gretl-users or, via email, send a message with subject or body 'help' to gretl-users-request(a)lists.wfu.edu You can reach the person managing the list at gretl-users-owner(a)lists.wfu.edu When replying, please edit your Subject line so it is more specific than "Re: Contents of Gretl-users digest..." Today's Topics: 1. Re: Building Matrix Using the Dataset (Ignacio Diaz-Emparanza) ---------------------------------------------------------------------- Message: 1 Date: Thu, 09 Dec 2010 10:25:17 +0100 From: Ignacio Diaz-Emparanza <ignacio.diaz-emparanza(a)ehu.es&gt; Subject: Re: [Gretl-users] Building Matrix Using the Dataset To: Gretl list <gretl-users(a)lists.wfu.edu&gt; Message-ID: <4D00A07D.9010002(a)ehu.es&gt; Content-Type: text/plain; charset=ISO-8859-1; format=flowed El 07/12/10 14:16, Henrique Andrade escribi?: > > Dear Sven and Allin, I'd found a solution for my problem. Please take a > look at the > following script: > > *<script>* > *scalar *mynumber = 9999 > > *list *variables = 1 > *loop *i=2..144 > variables += $i > *endloop* > > *loop foreach *i variables > *series *$i = misszero($i) + missing($i)*mynumber > *endloop* > > *matrix *A = { *dataset *} > *</script>* > > Thanks for your help! > > Best regards, > -- > Henrique C. de Andrade Dear Henrique, another alternative for your script: <script> open Dados.gdt scalar mynumber = 9999 list variables = dataset loop foreach i variables series $i = ok($i)*$i + !ok($i)*mynumber endloop matrix A = { variables } </script> -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOM?A APLICADA III (ECONOMETR?A Y ESTAD?STICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34 946013754 www.ea3.ehu.es ------------------------------ _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users End of Gretl-users Digest, Vol 47, Issue 13 *******************************************