*
* Example from pp 53-56
*
calendar(m) 1926
open data ch02_ew_m(26-03).txt
data(format=free,org=columns) 1926:1 2003:12 date ibm vw ew sp
*
graph(footer="Figure 2.8(a). Monthly Simple Returns of Equal-Weight index")
# ew
*
@bjident(number=30) ew
*
* Conditional least squares
*
boxjenk(constant,ma=||1,3,9||,define=condeq) ew
@RegCorrs(number=10,dfc=%narma,report,method=yule)
*
* Maximum likelihood
*
boxjenk(constant,ma=||1,3,9||,maxl) ew
@RegCorrs(number=10,dfc=%narma,report,method=yule)
*
* Forecasts with the conditional least squares equation
*
uforecast(equ=condeq,stderrs=serr) forecast 926 935
print 926 935 forecast serr ew