*
* Example 6.6.1 from page 215
*
open data oshorts.dat
data(format=free,org=columns) 1 57 oshorts
*
* You can test for a zero mean either with the STATISTICS instruction or with
* LINREG on a CONSTANT. As pointed out in the text, the variance of the estimate
* will be flawed because of the dependent errors.
*
linreg oshorts
# constant
*
* Instead of using the DEMEAN option, if you use CONSTANT, the mean is estimated
* along with the ARMA model for the noise.
*
boxjenk(ma=1,constant,maxl) oshorts