*
* Example AR1DAT.DAT from pp 418-421
*
open data ar1dat.dat
data(format=free,org=columns) 1 100 x y
*
graph(footer="Figure 10-6 Time plots of Y and X") 2
# x
# y
scatter(footer="Figure 10-7 Y vs X")
# x y
*
linreg y
# constant x
@regcorrs
*
* Filtered variables
*
set ys = y-.55*y{1}
set xs = x-.55*x{1}
linreg ys
# constant xs
*
* This uses DOFOR and DISPLAY to put together something like table 10-10.
*
dofor [real] rho = 0.00 .45 .55 .65 .75 .85 .95
   set ys = y-rho*y{1}
   set xs = x-rho*x{1}
   linreg(noprint) ys
   # constant xs
   disp rho %rss %durbin
end dofor
*
* AR1 can be used to do the AR1 estimation
*
ar1(method=corc) y
# constant x