*
* Example 4.6 from page 58, and page 61
* Longley data
*
open data tablef4-2[1].txt
calendar 1947
data(format=prn,org=columns) 1947:1 1962:1 employ price gnp armed year
*
* Run regression over the full sample
*
linreg employ
# constant year price gnp armed
*
* Run over 1947-1961
*
linreg employ 1947:1 1961:1
# constant year price gnp armed
*
* Do standardized residuals graph from page 61
*
prj(xvx=px)
set stdresids = %resids/sqrt(%seesq*(1-px))
graph(style=symbols,footer="Figure 4.3 Standardized Residuals for the Longley Data",$
  vlabel="Standardized Residual")
# stdresids