*
* Example of DL model starting page 248
*
open data inflation.dat
calendar(m) 1983:12
data(format=free,org=columns) 1983:12 2006:05 year month wage pcwage cpi infln
*
set y = 100*(log(cpi)-log(cpi{1}))
set x = 100*(log(wage)-log(wage{1}))
*
* With autoregressions and distributed lags, it's very common to need a range of
* lags. The {...} notation makes that simple - all you have to do is list the lags
* you want inside the braces. And, as you can see here, you can use first TO last
* to show a range.
*
linreg y
# constant x{0 to 3}
@regcorrs(number=24)