*
* Example 10.1.2 from pp 338-339
*
open data ls2.tsm
data(format=free,org=columns) 1 150 lead sales
*
diff(diffs=1,center) lead / x1
compute leadmean=%mean
diff(diffs=1,center) sales / x2
compute salesmean=%mean
*
boxjenk(ma=1,maxl,define=leadeq) x1 / wlead
boxjenk(inputs=1,ma=1,maxl,define=saleseq) x2 / wsales
# x1 0 1 3
*
* Generate identities to substitute back from the differenced series to levels.
* (This does automatically what is being done manually at the top of page 339).
*
equation(identity,coeffs=||1.0,1.0,leadmean||) leadid lead
# lead{1} x1 constant
equation(identity,coeffs=||1.0,1.0,salesmean||) salesid sales
# sales{1} x2 constant
*
* Group the two estimated equations and the undifferencing identities into a model
*
group tmodel leadeq saleseq leadid salesid
*
forecast(model=tmodel,steps=10,results=forecast,stderrs=stderrs)
*
print / forecast
print / stderrs