* 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 
****************************************************
* Working computer assignment # 8
****************************************************
file screen a:e835998.out
genr x=time(0)
genr x2=x**2
genr x3=x**3
genr x4=x**4
genr x5=x**5
genr salpr1=lag(salpr)
genr saur1=lag(saur)
* OLS runs
sample 9 277
ols salpr x x2 x3 x4 x5 saur/rstat
sample 8 277
ols salpr x x2 x3 x4 x5 saur(0.1)/rstat
sample 5 277
ols salpr x x2 x3 x4 x5 saur(0.4)/rstat
sample 1 277
ols salpr x x2 x3 x4 x5 saur(0.8)/rstat
ols salpr x x2 x3 x4 x5 saur(0.8,2)/rstat
sample 9 277
ols salpr salpr1 x x2 x3 x4 x5 saur/dlag rstat
ols salpr salpr1 x x2 x3 x4 x5 saur saur1/dlag rstat
* Correcting Autocorrelation
sample 9 277
auto salpr x x2 x3 x4 x5 saur/rstat
sample 8 277
auto salpr x x2 x3 x4 x5 saur(0.1)/rstat
sample 5 277
auto salpr x x2 x3 x4 x5 saur(0.4)/rstat
sample 1 277
auto salpr x x2 x3 x4 x5 saur(0.8)/rstat
auto salpr x x2 x3 x4 x5 saur(0.8,2)/rstat
sample 9 277
auto salpr salpr1 x x2 x3 x4 x5 saur/dlag rstat