*
* Example 12.2 from p 250-251
*
open data tablef2-2[1].txt
calendar 1960
data(format=prn,org=columns) 1960:1 1995:1 year g pg y pnc puc ppt pd pn ps pop
*
set loggpop = log(g/pop)
set logypop = log(y)
set logpg   = log(pg)
set logpnc  = log(pnc)
set logpuc  = log(puc)
set trend   = year
set predummy  = t<=1973:1
set postdummy = t>=1974:1
*
linreg loggpop / res1
# constant logpg
linreg loggpop / res2
# constant logpg logypop
linreg loggpop / res3
# constant logypop logpg logpnc logpuc trend
linreg loggpop 1960:1 1973:1 res4
# constant logypop logpg logpnc logpuc trend
linreg loggpop 1974:1 1995:1 res4
# constant logypop logpg logpnc logpuc trend
*
spgraph(hfields=2,vfields=2,footer="Figure 12.2 Residual Plots for Misspecified Models")
graph(hlabel="(a) Regression on log Pg")
# res1
graph(hlabel="(b) Regression on log Pg,log I/Pop")
# res2
graph(hlabel="(c) Full Regression")
# res3
graph(hlabel="(d) Full Regression, Separate Coefficients")
# res4
spgraph(done)