*
*  Example from section 10.10, page 370.
*  Longley data.
*
all 16
open data table10-7.prn
data(format=prn,org=columns)
*
* Run regression. Note that the table in the text shows different coefficients on
* the constant and the X1 variable. This is due to the regression in the text
* having been run on a slightly different variant of the data set, with the X1
* variable multiplied by .1, and an X6 variable which has year numbers starting
* in 1947, rather than sequence numbers.
*
linreg y
# constant x1 x2 x3 x4 x5 time
*
cmom(corr,print)
# x1 x2 x3 x4 x5 time
*
*  Auxiliary regressions
*
linreg x1
# constant x2 x3 x4 x5 time
linreg x2
# constant x1 x3 x4 x5 time
linreg x3
# constant x1 x2 x4 x5 time
linreg x4
# constant x1 x2 x3 x5 time
linreg x5
# constant x1 x2 x3 x4 time
linreg time
# constant x1 x2 x3 x4