*
* Example 21.2 from page 827
*
cal(m) 1973
open data exam21-2.prn
data(format=prn,org=columns) 1973:1 1996:10
*
graph(vlabel="Exchange Rate ($/£)")
# ex
*
* Unit root tests
* The results given don't seem to be correct
*
set dx = ex-ex{1}
set trend = t
linreg dx
# ex{1}
linreg dx
# constant ex{1}
linreg dx
# constant trend ex{1}
*
* Using the DFUNIT procedure
*
@dfunit(det=none) ex
@dfunit ex
@dfunit(det=trend) ex