*
* Example 21.3 from page 828
*
cal(m) 1947
open data exam21-3.prn
data(format=prn,org=columns) 1947:1 2000:1
*
graph
# cpi
set dcpi = cpi-cpi{1}
set trend = t
*
* Unit root test
* Can't reproduce the results
*
linreg dcpi
# constant trend cpi{1} dcpi{1}