*
* Example 10.10 from page 352
*
cal 1947
open data hseinv.raw
data(org=columns) 1947:1 1988:1 year invest pop price linv lpop lprice trend $
  invpc linvpc lprice_1 linvpc_1 gprice ginvpc
*
linreg linvpc
# constant lprice trend
*
* Detrend the data
*
filter(remove=trend) linvpc / detrend
*
* Run the detrended series on 1, lprice and trend.
*
linreg detrend
# constant lprice trend