*
* Example 1.4.2 from pp 21-23
*
open data lake.dat
calendar 1875
data(format=free,org=columns) 1875:1 1972:1 lake
*
set trend = t
linreg lake
# constant trend
*
set y = %resids
@acf(number=40) y
*
* In a regression, or in a transformation instruction like SET, the notation
* series{lag} is used to denote the lag of a series.
*
linreg y
# y{1}
set z = %resids
@acf(number=40) z
*
* The instruction SCATTER is used for x-y graphs. (GRAPH is used when "time" is
* on the horizontal axis). SCATTER can't accept the lag notation used in the
* LINREG above, so we have to create ylag as a separate series. The LINE option
* on SCATTER is used to draw in a straight line. Use LINE=||intercept,slope||
*
set ylag = y{1}
scatter(footer="Figure 1-16 Scatter Plot of y(t-1) vs y(t)",line=||0.0,%beta(1)||)
# ylag y