*
*  AKAIKE.PRG
*  Manual example 5.5
*
cal 1947 1 12
all 1999:3
open data rates.rat
data(format=rats) / shortrate longrate
cmom
# constant shortrate{0 to 24} longrate
display '   Lags            Akaike         Schwarz'
do maxlag=0,24
  linreg(cmom,noprint) longrate
  # constant shortrate{0 to maxlag}
  compute akaike  = %nobs * log(%rss) + 2*%nreg
  compute schwarz = %nobs * log(%rss) + %nreg*log(%nobs)
  display @5 #### maxlag  @20 ####.#### akaike @35 schwarz
end do