[Gretl-users] dynamic genr (forwarded)

Ignacio Mauleón writes: <quote> Hi, Does anyone know how to generate dynamically a variable, without previously estimating a model?. What I am looking for is how to replicate the dynamic genr command in TSP. And more generally, how to define and simulate dynamic models. Thanks. </quote> Answer: "genr" in gretl is automatically dynamic, when the expression involves a lagged dependent variable. For example, the following gives you a series that grows at 2 percent. <hansl> nulldata 50 setobs 1 1960 series y = 100 y = 1.02 * y(-1) print y -o </hansl> You also have the filter() function for easy construction of relatively complicated dynamics. Allin Cottrell