*
* AKAIKE.RPF
* RATS Version 8, User's Guide, Example 2.5
*
open data haversample.rat
calendar(m) 1947
data(format=rats) 1947:1 2007:4 fltg ftb3
set shortrate = ftb3
set longrate  = fltg
*
cmom
# constant shortrate{0 to 24} longrate
report(action=define,hlabels=||"Lags","Akaike","Schwarz"||,title="Distributed Lag IC")
do maxlag=0,24
   linreg(cmom,noprint) longrate
   # constant shortrate{0 to maxlag}
   compute akaike =log(%rss/%nobs)+%nreg*2.0/%nobs
   compute schwarz=log(%rss/%nobs)+%nreg*log(%nobs)/%nobs
   report(row=new,atcol=1) maxlag akaike schwarz
end do
*
* Tag with a * the minimum in the 2nd and in the 3rd columns.
*
report(action=format,tag=minimum,special=onestar,atcol=2,tocol=2)
report(action=format,tag=minimum,special=onestar,atcol=3,tocol=3)
*
* Use a common format of three decimals to the right. Force the numbers
* to align on the decimal point for easy reading.
*
report(action=format,picture="*.###",align=decimal)
report(action=show)