*
* Example 12.2 from page 400
*
cal 1950
open data prminwge.raw
data(org=columns) 1950:1 1987:1 year avgmin avgwage kaitz avgcov covt mfgwage prdef $
  prepop prepopf prgnp prunemp usgnp trend post74 $
  lprunemp lprgnp lusgnp lkaitz lprun_1 lprepop lprep_1 mincov lmincov lavgmin
*
linreg lprepop / u
# constant lmincov lprgnp lusgnp trend
*
* Auxiliary regression to test for SC including all explanatory variables
*
linreg u
# constant lmincov lprgnp lusgnp trend u{1}
*
* Including just the lagged residuals
*
linreg u
# constant u{1}