Re: [Gretl-users] ADF test script error
El Jueves, 15 de Febrero de 2007 14:18, nadaud(a)centre-cired.fr escribió:
Dear listers, greetings from Paris !
I am writing a script for the Stock Watson DOLS estimator. I want to do ADF
tests by the descending lag method. But when i launch the script, gretl
does not want to execute it, for example i have :
? adf WLOG -5 --ct
Data types not conformable for operation
Error executing script: halting
> adf WLOG -5 --ct
The syntax is:
adf order varname options
for example:
adf 2 y --nc --c --ct
or
adf 12 y --c --test-down
in your case:
adf 5 WLOG --ct
should work.
--
Ignacio Díaz-Emparanza
Dpto. de Economía Aplicada III (Econometría y Estadística)
UPV-EHU