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*
* Based upon AKAIKE.RPF example
*
open data haversample.rat
calendar(m) 1947
data(format=rats) 1947:1 2007:4 fltg ftb3
set shortrate = ftb3
set longrate  = fltg
*
compute pmax=12,qmax=12
compute bestp=bestq=1
compute bestaic=%na
cmom
# longrate constant shortrate{1 to pmax} longrate{1 to qmax}
do p=1,pmax
   do q=1,qmax
      linreg(noprint,cmom) longrate
      # constant shortrate{1 to p} longrate{1 to q}
      @regcrits(noprint)
      if .not.%valid(bestaic).or.%aic<bestaic
         compute bestp=p,bestq=q,bestaic=%aic
   end do q
end do p
disp "Minimum AIC Lags" "p=" bestp "q=" bestq