*
* Example GERMUS.DAT from pp 135-140
*
open data germus.dat
data(format=free,org=columns) 1 271 time us germany
*
graph(footer="Figure 3A-1 U.S. vs German stock indexes",key=upleft) 2
# us
# germany
*
@crosscorr(number=30,report) us germany
*
* Differenced data
*
diff us / dx
diff germany / dy
*
graph(footer="Figure 3A-3 First differences of U.S. and German indexes",key=upleft) 2
# dy
# dx
*
@crosscorr(number=25,report) dx dy