[Gretl-users] Generating a random walk

[Data Analytics Corp.]

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

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Walter R. Paczkowski, Ph.D.
Data Analytics Corp.
44 Hamilton Lane
Plainsboro, NJ 08536
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(F) 609-936-3733
dataanalytics at earthlink.net
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