2012/10/18 Allin Cottrell <cottrell@wfu.edu>

On Thu, 18 Oct 2012, Marcin Pietrzak wrote:

> I want to write a loop which will test a time series for non-stationary and
> if it do not pass ADF test the loop will automatically produce first
> differences.
>
> loop foreach i xlist
> adf 40 xlist.$i --test-down
> genr p.$i = $pvalue
> if p.$i > 0,05
> genr d_xlist.$i = diff(xlist.$i)
> endloop
>
> Gretl has some problems with if, it shows that it is not correct. Do
> anybody have any idea?

Already answered:
http://lists.wfu.edu/pipermail/gretl-users/2012-October/008127.html

Allin Cottrell
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