*
* Example 7.1.1 from pp 225-228
*
open data djao2.dat
data(format=prn,org=columns) 1 251 dj ao
*
graph(footer="Figure 7.1 Dow Jones Index and Australian All Ordinaries Index") 2
# dj
# ao
*
set djpc = 100*(dj-dj{1})/dj{1}
set aopc = 100*(ao-ao{1})/ao{1}
@bjident(diffs=0,number=40) djpc
@bjident(diffs=0,number=40) aopc
*
@crosscorr(number=20) aopc djpc
*
set djpclag = djpc{1}
scatter(footer="Figure 7.5 Scatterplot of djpc lagged vs aopc")
# djpclag aopc