*
* MWHRS.DAT example from pp 343-352
*
open data mwhrs.dat
calendar(m) 1980
data(format=free,org=columns) 1980:1 1989:12 mwhrs
*
graph(footer="Figure 8-7 Electricity Demand at a California utility")
# mwhrs
*
@bjident(number=36) mwhrs
*
* Transform to logs
*
set lmwhrs = log(mwhrs)
graph(footer="Figure 8-8 Log of Electricity Demand")
# lmwhrs
*
@bjident(number=36) lmwhrs
*
* Seasonal differences
*
diff(sdiffs=1) lmwhrs / d12lmwhrs
graph(footer="Figure 8-9 Seasonal Difference of Logs")
# d12lmwhrs
@bjident(number=36) d12lmwhrs
*
* Check first difference only
*
diff lmwhrs / dlmwhrs
graph(footer="Figure 8-10 First Difference of Logs")
# dlmwhrs
@bjident(number=36) dlmwhrs
*
* The following use of BJIDENT does all the three correlation graphs done above
* for the log series, plus the one with the combination of a first difference and
* a seasonal difference that is examined in table 8-14.
*
@bjident(number=36,diffs=1,sdiffs=1) lmwhrs
*
boxjenk(sdiffs=1,const,sma=1) lmwhrs
*
@regcorrs(number=36)
graph(footer="Figure 8-11 Residuals from ARIMA(0,1,1)s")
# %resids