Re: [Gretl-users] ADF by OLS manually

Sorry, it was a typo. In fact, it should be ADF3 <- ols diff(Yt) const Yt(-1) diff(Yt(-1)) The result is even stranger. The last term was incorrectly parsed as "diff(Yt)." -------------------------------------------------------------------------- gretl version 1.9.12cvs Current session: 2013-04-22 21:49 ? ADF3 <- ols diff(Yt) const Yt(-1) diff(Yt(-1)) ADF3: OLS, using observations 1960-1994 (T = 35) Dependent variable: d_Yt coefficient std. error t-ratio p-value ------------------------------------------------------- const 0.00000 0.00000 NA NA Yt_1 0.00000 0.00000 NA NA d_Yt 1.00000 0.00000 NA NA Mean dependent var 276.5429 S.D. dependent var 243.4384 Sum squared resid 0.000000 S.E. of regression 0.000000 R-squared 1.000000 Adjusted R-squared 1.000000 2013/4/22 Sven Schreiber <svetosch(a)gmx.net&gt;