Re: [Gretl-users] Generating a random walk
Otherwise, if you want to keep track of lagged and white noise
variables, you can use this:
genr random_walk = normal(0,1)
genr dow_1 = dow(-1)
genr rw = dow_1 + random_walk
artur
artur bala a écrit :
Welcome and enjoy! You ca use this command:
genr series rw = dow(-1) + normal(0,1)
artur
Data Analytics Corp. a écrit :
> Hi,
>
> I'm still new to GRETL, so please pardon a simple question. I want my
> students to generate a simple random walk of, say 1000 values, so that
> they can compare (graph) this against changes in the DOW. How is a
> random walk generated in GRETL? More fundamentally, how do I lag a
> series and use it on the right-hand-side? I tried
>
> genr rw = lags(dow, 1) + randgen(N, 0, 1)
>
> but this didn't work.
>
>
> Thanks,
>
> Walt Paczkowski
>
>
>
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