*
* Sample ACF and Partial ACF from page 112
*
open data haversmp.rat
cal(q) 1947
data(format=rats) 1947:1 1988:4 gnph
set pgnp = log(gnph/gnph{1})
*
* Using the BJIDENT procedure, which graphs the autocorrelations and partial
* autocorrelations on a single graph. Note that the 2 standard error band isn't
* flat, but increases slightly with the lag. This is because BJIDENT computes
* this (which is for the autocorrelations) using the formula on 4.8.8 for the
* variance of rho(j) given rho(1),...,rho(j-1).
*
@bjident(number=20) pgnp
*
* Doing graphs like those in the text using direct instructions.
*
correlate(number=20,partials=part) pgnp / corr
spgraph(footer="Figure 4.2 Sample Autocorrelations and Partial Autocorrelations for US GNP",$
   vfields=2)
graph(number=0,max=1.0,min=-1.0,style=bar,hlabel="Sample Autocorrelations")
# corr
graph(number=0,max=1.0,min=-1.0,style=bar,hlabel="Sample Partial Autocorrelations")
# corr
spgraph(done)