Send Gretl-users mailing list submissions to gretl-users(a)lists.wfu.edu To subscribe or unsubscribe via the World Wide Web, visit http://lists.wfu.edu/mailman/listinfo/gretl-users or, via email, send a message with subject or body 'help' to gretl-users-request(a)lists.wfu.edu You can reach the person managing the list at gretl-users-owner(a)lists.wfu.edu When replying, please edit your Subject line so it is more specific than "Re: Contents of Gretl-users digest..." Today's Topics: 1. Generating a random walk (Data Analytics Corp.) 2. Re: Generating a random walk (artur bala) 3. Generating a random walk (Walter R. Paczkowski) 4. Re: Generating a random walk (Allin Cottrell) 5. Re: Generating a random walk (artur bala) 6. Re: broken snapshot; R path (chris) ---------------------------------------------------------------------- Message: 1 Date: Sun, 06 Sep 2009 13:02:52 -0400 From: "Data Analytics Corp." <dataanalytics(a)earthlink.net&gt; Subject: [Gretl-users] Generating a random walk To: gretl-users(a)lists.wfu.edu Message-ID: <4AA3EB3C.8090303(a)earthlink.net&gt; Content-Type: text/plain; charset=ISO-8859-1; format=flowed Hi, I'm still new to GRETL, so please pardon a simple question. I want my students to generate a simple random walk of, say 1000 values, so that they can compare (graph) this against changes in the DOW. How is a random walk generated in GRETL? More fundamentally, how do I lag a series and use it on the right-hand-side? I tried genr rw = lags(dow, 1) + randgen(N, 0, 1) but this didn't work. Thanks, Walt Paczkowski