*
* Example 9.4, page 309
*
cal 1970
open data table9-2.prn
data(format=prn,org=columns) 1970:1 1995:1
*
* The dummy for 1982-1995 is already provided. If you had to create it, you would
* use the following: (note the :1 on the date, that's what lets RATS know you
* mean the year 1982 and not the number 1982.
*
set dum = (t>=1982:1)
*
* We also need the product of the dummy and income
*
set dumx = dum*income
linreg savings
# constant dum income dumx
*
* An exclusion test on dum and dumx will be equivalent to a two sample Chow test.
*
exclude
# dum dumx