[Gretl-users] ADF test script error

[Ignacio Diaz-Emparanza]

El Jueves, 15 de Febrero de 2007 14:18, nadaud at centre-cired.fr escribió:
> Dear listers, greetings from Paris !
>
> I am writing a script for the Stock Watson DOLS estimator. I want to do ADF
> tests by the descending lag method. But when i launch the script, gretl
> does not want to execute it, for example i have :
>
> ? adf WLOG -5 --ct
> Data types not conformable for operation
>
> Error executing script: halting
>
> > adf WLOG -5 --ct
>

The syntax is:

adf order varname options

for example:

adf 2 y --nc --c --ct
or
adf 12 y --c --test-down

in your case:

adf 5 WLOG --ct

should work.


-- 
Ignacio Díaz-Emparanza
Dpto. de Economía Aplicada III (Econometría y Estadística)
UPV-EHU