*
* SERIESG, SERIESH, SERIESI.DAT example from pp 206-209
*
open data seriesg.dat
data(format=free,org=columns) 1 31 seriesg
open data seriesh.dat
data(format=free,org=columns) 1 31 seriesh
open data seriesi.dat
data(format=free,org=columns) 1 31 seriesi
*
graph(footer="Series G, H and I",key=attached) 3
# seriesg
# seriesh
# seriesi
*
* Difference the series, compute its mean, and build the fitted values up as the
* lagged value of seriesg plus the mean of the difference. The test for zero
* mean in the differenced series is included in the output from the STATISTICS
* instruction - it's the t-statistic (mean=0) and its associated significance
* level.
*
diff seriesg / diffg
stats diffg
set fitg * 32 = seriesg{1}+%mean
*
print(picture="*.##") / seriesg diffg fitg
*
* Same thing for SERIESH
*
diff seriesh / diffh
stats diffh
set fith * 32 = seriesh{1}+%mean
print(picture="*.##") / seriesh diffh fith
*
* For SERIESI, the mean tests as insignificant, so the fitted values are created
* without adding the mean of the differences.
*
diff seriesi / diffi
stats diffi
set fiti * 32 = seriesi{1}
print(picture="*.##") / seriesi diffi fiti