*
* Example 6.6.2 from pp 215-217
*
open data lake.dat
cal 1875
data(format=free,org=columns) 1875:1 1972:1 lake
*
* Estimate the time trend model and get the residuals
*
set trend = t
linreg lake / w
# constant trend
*
* See how an AR(2) model does fitting those
*
boxjenk(ar=2,maxl) w
*
* Estimate the combined model
*
boxjenk(ar=2,reg,maxl) lake
# constant trend