*
* Examples 5.2.5 and 5.3.3 from pp 164-167
*
open data lake.dat
cal 1875
data(format=free,org=columns) 1875:1 1972:1 lake
*
boxjenk(ar=1,ma=1,demean,maxl) lake
*
* Graph the residuals
*
graph(footer="Figure 5.5 Rescaled Residuals from ARMA(1,1) model")
# %resids
*
* REGCORRS is a procedure for doing a correlation analysis on residuals.
*
@regcorrs(number=40)
@bdindtests(number=22) %resids
*
* You can get the Jarque-Bera normality test as part of the output from a
* STATISTICS instruction.
*
stats %resids