> Hey gretl-community,
>
> I've got a small problem with a function. Here is a small part of this
> function:
>
> ---------------------------------------------------------
> function void adfgls (int pmx[0::1] "lag order",
> scalar crit "Critical value for initial OLS",
> list vars "List of variables to test")
>
> genr time
>
> loop foreach i vars
> ols $i const time $i(-1 to -pmx) --robust
> omit --auto=crit
> lis = $xlist
> check = inlist(lis, time)
> endloop
>
> end function
>
> open pe.gdt
> scalar crit = 0.05
> scalar px = 8
> list X = pe price
> adfgls(px, crit, X)
> ----------------------------------------------------------
>
> I obtain the following error:
>
> adfgls(px, crit, X)
> 'pe' is not the name of a variable
> *** error in function adfgls
> > ols $i const time $i(-1 to -pmx) --robust
>
> What is wrong with the function?
>
> Best,
> Artur
>
>