*
* Example UKUSIND.DAT from pp 422-424
*
open data ukusind.dat
calendar(m) 1970
data(format=free,org=columns) 1970:1 1992:7 date usind ukind
*
graph(footer="Figure 10-10 U.S. and U.K. stock indexes over time") 2
# usind
# ukind
*
scatter(footer="Figure 10-11 Scatter diagram of U.S. and U.K. stock indexes")
# usind ukind
*
linreg ukind
# constant usind{0 1}
*
graph(footer="Figure 10-12 Serially correlated residuals of U.K=f(U.S.) using OLS")
# %resids
*
ar1(method=corc) ukind
# constant usind{0 1}
*
graph(footer="Figure 10-13 Serially correlated residuals of U.K=f(U.S.) using COILS")
# %resids