*
* Example from section 12.8, page 475.
* Autocorrelation induced by model misspecification
*
cal 1959
open data table12-4.prn
data(format=prn,org=columns) 1959:1 1998:1
set trend = t
linreg y
# constant x trend
set xsq = x**2
linreg y
# constant x xsq
*
* If you want the Jarque-Bera test for normality, use the STATISTICS instruction
* on the residuals. The JB statistic is one of those computed by STATS.
*
stats %resids