*
* Example from page 73
*
open data ch02_jj_q(60-80).txt
calendar(q) 1960
data(format=free,org=columns) 1960:1 1980:4 jnj
*
spgraph(vfields=2,footer="Figure 2.13")
graph(header="(a) Earnings per share")
# jnj
*
set ljnj = log(jnj)
graph(header="(b) Log Earnings per share")
# ljnj
spgraph(done)
*
* Use BJIDENT with up to 1 of each time of differencing
*
@bjident(diffs=1,sdiffs=1,number=20) ljnj
*
boxjenk(diff=1,sdiff=1,ma=1,sma=1) ljnj
boxjenk(diff=1,sdiff=1,ma=1,sma=1,maxl,initial=%beta,define=jnjeq) ljnj
uforecast(equation=jnjeq,stderrs=serr) forecast 77 84
set lower = exp(forecast-2.0*serr)
set upper = exp(forecast+2.0*serr)
set fore  = exp(forecast)
graph(footer="Figure 2.15 Out-of-sample forecasts for J&J Quarterly Earnings",$
  overlay=symbols,ovsame) 4
# jnj 1977:1 1980:4
# lower / 2
# upper / 2
# fore