Re: [Gretl-users] RES: RES: RES: Panel models tests
Bruno Thiago Tomio schrieb:
Using greene14_1.gdt, the script output is:
gretl version 1.8.6
Current session: 2010-01-11 14:17
? scalar numofunits = max($unit)
Generated scalar numofunits = 6
? matrix tstats = {}
Generated matrix tstats
? loop for i=1..numofunits
> smpl $unit=i --restrict
> adf lagorder tested --c
> matrix tstats = tstats | $test
> smpl full
> endloop
loop: i = 1
? smpl $unit=i --restrict
Full data set: 90 observations
Current sample: 15 observations
adf: expected an integer order
>> adf lagorder tested --c
You need to run the entire script, I'm repeating it here, this time in
tags (which I usually add, but this time I left them out because I was
starting to think they look awkward, but maybe not...):
<script>
open greene14_1.gdt # example of a panel dataset
# which variable?
series tested = C
lagorder = 0
scalar numofunits = max($unit)
matrix tstats = {}
loop for i=1..numofunits
smpl $unit=i --restrict
adf lagorder tested --c
matrix tstats = tstats | $test
smpl full
endloop
tbar = meanc(tstats)
print tbar
</script>
-sven