*
* USIND.DAT example from pp 292-298
*
open data usind.dat
data(format=free,org=columns) 1 271 time usind
*
graph(footer="Figure 7-11 Stock index data")
# usind
@bjident usind
*
diff usind / dind
graph(footer="Figure 7-12 First differences")
# dind
@bjident dind
*
set logind = log(usind)
graph(footer="Figure 7-13 Ln(USIND.DAT)")
# logind
@bjident logind
*
diff logind / dlogind
@bjident dlogind
*
boxjenk(const,ar=0,ma=1) dlogind
*
set fitted = exp(logind-%resids)
set resids = usind-fitted
set erratio = resids/usind
*
table / usind fitted resids erratio