Re: [Gretl-users] cochrane orcutt/Prais-winsten models
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On Mon, 13 Dec 2010, Sven Schreiber wrote:
Am 13.12.2010 08:36, schrieb Samrat Sanyal:
> Gretl users,
> I have another query.Is there a way out to execute a cochrane
> orcutt/Prais-winsten model in gretl? I basically have to run a
> regression where i have a financial time series variable dependent on
> lagged financial variables.
>
It's right in the menus, did you actually look for it?
Under /Model/Time series. For this to be active your data have to
be recognized as time series. If that's not the case, use the
menu item /Data/Dataset structure.
Allin Cottrell
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Allin Cottrell