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calendar(q) 1969 1
compute begin_samp = 1969:1
compute end_samp = 2006:4
compute max_lags = 4
open data "sandbox_data.xls"
data(format = xls, org = columns)
close data
inquire(regressorlist) begin_est end_est
# lgdpk{0 to max_lags} lcdk{0 to max_lags} ffedk{0 to max_lags}
system(model = mdl)
variables lgdpk lcdk ffedk
lags 1 to max_lags
deterministic constant
end(system)
estimate(model = mdl) begin_est end_est
declare rectangular[series] residuals
steps(model = mdl, print, from = begin_est, to = end_est, residuals = residuals)
Unfortunately, for this project, going back to RATS 8.3 isn't an option for me because I'm using some of the features that are new in RATS 9.0 (as discussed in other posts).