Hi, I want to write a loop which will test a time series for non-stationary and if it do not pass ADF test the loop will automatically produce first differences. loop foreach i xlist adf 40 xlist.$i --test-down genr p.$i = $pvalue if p.$i > 0,05 genr d_xlist.$i = diff(xlist.$i) endloop Gretl has some problems with if, it shows that it is not correct. Do anybody have any idea?

On Thu, 18 Oct 2012, Marcin Pietrzak wrote: > I want to write a loop which will test a time series for non-stationary and > if it do not pass ADF test the loop will automatically produce first > differences. > > loop foreach i xlist > adf 40 xlist.$i --test-down > genr p.$i = $pvalue > if p.$i > 0,05 > genr d_xlist.$i = diff(xlist.$i) > endloop > > Gretl has some problems with if, it shows that it is not correct. Do > anybody have any idea? Already answered: http://lists.wfu.edu/pipermail/gretl-users/2012-October/008127.html Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users