*
* Example 11.8 from page 382
*
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
*
set dgfr = gfr-gfr{1}
set dpe  = pe-pe{1}
*
* Using lags 0 through 2
*
linreg dgfr
# constant dpe{0 to 2}
*
* Adding lag of the dependent variable
*
linreg dgfr
# constant dpe{0 to 2} dgfr{1}