*
*  Example 12.4 from page 405
*
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
*
* Least squares
*
linreg lchnimp
# constant lchempi lgas lrtwex befile6 affile6 afdec6
*
* AR1 (Cochrane-Orcutt). The default method for AR1 in RATS is called
* Hildreth-Lu, which is a grid search, rather than an iterative process. This
* should produce the same results as Cochrane-Orcutt. If it doesn't,
* Cochrane-Orcutt hit a local minimum of the sum of squares.
*
ar1(method=corc) lchnimp
# constant lchempi lgas lrtwex befile6 affile6 afdec6