*
*  Example 10.11 from page 354
*
cal(m) 1978:2
open data barium.raw
data(org=columns) 1978:2 1988:12 chnimp bchlimp befile6 affile6 afdec6 befile12 affile12 afdec12 $
  chempi gas rtwex spr sum fall lchnimp lgas lrtwex lchempi trend feb mar apr may jun $
  jul aug sep oct nov dec percchn
*
* Add the seasonals and test their joint significance
*
linreg lchnimp
# constant lchempi lgas lrtwex befile6 affile6 afdec6 feb mar apr may jun jul aug sep oct nov dec
exclude(title="Exclusion of Seasonals")
# feb mar apr may jun jul aug sep oct nov dec
*
* An alternative RATS syntax which makes this a bit simpler is to use the SEASONAL
* instruction. SEASONAL season creates a dummy variable for January. (Other
* seasonals can be created by using some of the other parameters). However, you
* don't need to create others, because the dummies for the other months are just
* lags or leads of January. To get the estimates to match up, we use leads 1 to
* 11 (written as lags -1 to -11) of the January dummy.
*
seasonal season
linreg lchnimp
# constant lchempi lgas lrtwex befile6 affile6 afdec6 season{-1 to -11}
exclude
# season{-1 to -11}