*
* SERIESB.DAT example from pp 333-338
*
open data seriesb.dat
data(format=free,org=columns) 1 48 seriesb
*
graph(footer="Figure 8-2 Common Stock prices")
# seriesb
@bjident seriesb
*
boxjenk(diffs=1,const,ar=0,ma=0) seriesb
graph(footer="Figure 8-3 Residuals from ARIMA(0,1,0)1)")
# %resids
@bjident %resids
boxjenk(diffs=1,const,ar=1,ma=0) seriesb
boxjenk(diffs=1,ar=1,ma=0) seriesb
*
* (Graph is mislabeled in the text)
*
graph(footer="Figure 8-4 Residuals from ARIMA(1,1,0)")
# %resids
@regcorrs