*
* Example 12.1 from page 250
*
open data tablef5-1[1].txt
calendar(q) 1950
data(format=prn,org=columns) 1950:1 2000:4 year qtr realgdp realcons realinvs realgovt realdpi $
  cpi_u m1 tbilrate unemp pop infl realint
*
set logm1 = log(m1)
set loggdp = log(realgdp)
set logcpi = log(cpi_u)
*
linreg logm1
# constant loggdp logcpi
graph(footer="Figure 12.1. Autocorrelated residuals")
# %resids