*
* Example 21.1 from page 826
*
cal(m) 1951
open data exam21-1.prn
data(format=prn,org=columns) 1951:1 1999:9
graph(vlabel="Money Supply")
# money
set trend = t
set dm = money-money{1}
*
* Simple DF test with intercept and trend
*
linreg dm
# constant trend money{1}
*
* Augmented DF test with extra lags
*
linreg dm
# constant trend money{1} dm{1 to 4}
*
* Tests above using the DFUNIT procedure
*
@dfunit(det=trend) money
@dfunit(det=trend,lags=4) money