Hélio Guilherme schrieb:
nulldata 1000
confidence_lvl=0.05
series rejected=0
i=1
loop 1000 --progressive --quiet
genr a = 10*uniform()
genr y = 1*a + normal()
alpha = 0.99
genr y = alpha*y(-1) + normal()
adf 1 y --nc --quiet
genr pv = $pvalue
print pv
I suggest to move the print command out of the loop, it will slow things
down.
genr rejected[i]=(pv>confidence_lvl)?1:0
I guess this should be < instead of >?
i++
or loop for i=1..1000
store coeffs.gdt pv
again, better process the results of the loop after the loop is finished
cheers,
sven