Hey gretl-community,
I've got a small problem with a function. Here is a small part of this function:
---------------------------------------------------------
function void adfgls (int pmx[0::1] "lag order",
scalar crit "Critical value for initial OLS",
list vars "List of variables to test")
genr time
loop foreach i vars
ols $i const time $i(-1 to -pmx) --robust
omit --auto=crit
lis = $xlist
check = inlist(lis, time)
endloop
end function
open pe.gdt
scalar crit = 0.05
scalar px = 8
list X = pe price
adfgls(px, crit, X)
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I obtain the following error:
adfgls(px, crit, X)
'pe' is not the name of a variable
*** error in function adfgls
> ols $i const time $i(-1 to -pmx) --robust
What is wrong with the function?
Best,
Artur