*
* Example 1.5.1 from pp 25-26
*
open data strikes.dat
calendar 1951
data(format=free,org=columns) 1951:1 1980:1 strikes
*
* The filter described in the text is done using the FILTER option with the
* options TYPE=CENTERED, WIDTH=5, and EXTEND=REPEAT. For a centered filter like
* this, the width is 2q+1 (the total number of terms). EXTEND=REPEAT requests the
* handling of the endpoints described (repeating the first and last values
* out-of-sample).
*
filter(type=centered,width=5,extend=repeat) strikes / sstrikes
graph(footer="Figure 1-18 Simple 5-term Moving Average of Strike Data",overlay=dots,ovsame) 2
# sstrikes
# strikes
*
set yhat = strikes-sstrikes
graph(footer="Figure 1-19 Residuals after Subtracting Moving Average")
# yhat
print / test sstrikes