*
* Example 9.6 from pp 333-338
* ?? Not done
*
open data money.prn
calendar(q) 1954:1
data(format=prn,org=columns) 1954:1 1994:4 quarter m infl cpr y tbr
*
linreg m / resmd
# constant y tbr
@egtestresids(nvar=3,lags=6,title="Money Demand Equation") resmd
graph(footer="Figure 9.1 Residuals of Money Demand Equation")
# resmd
*
linreg infl / resfish
# constant tbr
@egtestresids(nvar=2,lags=6,title="Fisher Equation") resfish
graph(footer="Figure 9.2 Residuals of Fisher Equation")
# resfish
*
linreg cpr / resrisk
# constant tbr
@egtestresids(nvar=2,lags=6,title="Risk Premium") resrisk
graph(footer="Figure 9.3 Residuals of Risk Premium Equation")
# resfish
*
@johmle(lags=5,det=rc)
# m infl cpr y tbr
@johmle(lags=6,det=constant)
# m infl cpr y tbr