* Working Computer Assignment # 6, Econ. 835, 1999
set nocolor
time 1976 12
sample 1976.1 1999.1
read(b:d980409.dat) rawur/skiplines=21
read(b:d980471.dat) rawlpr/skiplines=21
read(b:d980748.dat) saur/skiplines=21
read(b:d980781.dat) salpr/skiplines=21
* Checking data for zeros, etc., and storing means
stat rawur/mean=mrawur
stat rawlpr/mean=mrawlpr
stat saur salpr
* Creating dummies
matrix d=seas(277,12)
* Seasonally adjusting with dummies
ols rawur d:1 d:2 d:3 d:4 d:5 d:6 d:7 d:8 d:9 d:10 d:11 &
/resid=rrawur
ols rawlpr d:1 d:2 d:3 d:4 d:5 d:6 d:7 d:8 d:9 d:10 d:11 &
/resid=rrawlpr
genr msaur=rrawur+mrawur
genr msalpr=rrawlpr+mrawlpr
stat saur salpr msaur msalpr/pcor
* Did plots interactively at the end
* Doing OLS regressions
ols salpr saur/rstat resid=r1
ols msalpr msaur/rstat resid=r2
ols salpr msaur/rstat resid=r3
ols msalpr saur/rstat resid=r4
* Checked residuals with ARIMA - they are all AR(1)
auto salpr saur/rstat 
auto msalpr msaur/rstat 
auto salpr msaur/rstat 
auto msalpr saur/rstat