On Tue, 30 Jun 2009, artur.tarasow wrote:
Hello,
I tried to program a little request which looks like:
script:
loop foreach i x y
ols $i const time --quiet
genr t_$i = $coeff(time)/$stderr(time)
if t_$i < abs(1.97)
adf 8 $i --c --test-down
else
adf 8 $i --ct --test-down
endif
endloop
:end script
I define the request of the t-values as absolute values ( abs(1.97) ) but
gretl does not consider this for negative ones. Though the t-value is e.g.
-3.37 it does not take into account that the absolute value is bigger than
1.97. For positive t-values there is no problem.
Do you know what the problem is?
Surely you mean
if abs(t_$i) < 1.97
no?
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti