*
* Example 7.3.1 from pp 237-239
*
open data e731a.tsm
data(format=free,org=columns) 1 200 x1 x2
*
* Cross correlation plots of the raw series
*
@crosscorr x1 x2
*
* Estimate the AR(1) models on each, and save the residuals
*
boxjenk(ar=1,demean,maxl) x1 / rx1
boxjenk(ar=1,demean,maxl) x2 / rx2
*
* Cross correlation plots of the residuals
*
@crosscorr rx1 rx2