*
* Example 7.1.2 from pp 228-229
*
open data ls2.tsm
data(format=free,org=columns) 1 150 lead sales
*
* First difference and demean series
*
set dsales = sales-sales{1}
set dlead  = lead-lead{1}
diff(center) dsales / csales
compute salesmean=%mean
diff(center) dlead  / clead
compute leadmean=%mean
*
* Fit the MA(1) model to the lead variable
*
boxjenk(ma=1,maxl) clead
*
* And an ARMA(1,1) model to the sales variable
*
boxjenk(ma=1,ar=1,maxl) csales
*
* Compute the cross correlations of the two differenced series. (Note that the
* matrix of graphs is the transpose of the format shown in the text; that is, the
* off-diagonal elements are switched).
*
@crosscorr dlead dsales