*
* Example 10.4 from page 338
*
cal 1913
open data fertil3.raw
data(org=columns) 1913:1 1984:1 gfr pe year trend tsq pe_1 pe_2 pe_3 $
  pe_4 pill ww2 tcu cgfr cpe cpe_1 cpe_2 $
  cpe_3 cpe_4 gfr_1 cgfr_1 cgfr_2 cgfr_3 cgfr_4 gfr_2
*
linreg gfr
# constant pe ww2 pill
*
* Because RATS specializes in working with time series data, it has special ways
* to work with lags. Here pe{0 1 2} means lags 0, 1 and 2 of pe.
*
linreg gfr
# constant pe{0 1 2} ww2 pill
*
* The SUMMARIZE instruction computes the sum and standard errors of a collection
* of regressions. Here, it adds up the lags of pe.
*
summarize
# pe{0 1 2}