*
* Example 8/1/3 from pp 396-400
*
open data petrol.dat
calendar(m) 1971
data(format=prn,org=columns) 1971:1 1991:12 chemicals coal petrol vehicles
*
log chemicals
log coal
log petrol
log vehicles
*
boxjenk(ar=1,sar=1,maxl,regressors) petrol
# constant chemicals coal vehicles
@regcorrs
*
boxjenk(diffs=1,ar=1,sar=1,maxl,regressors,apply) petrol
# chemicals coal vehicles
boxjenk(diffs=1,ar=1,sar=1,maxl,regressors,apply) petrol
# chemicals coal
graph(footer="Figure 8-7 Graph of final residuals")
# %resids
@regcorrs