* Working CANSIM problem
set nocolor
time 1961 12
sample 1961.1 1985.12
read(b:d703000.prn) owage/skiplines=2
sample 1962.1 1988.12
read(b:d736315.prn) ohwi/skiplines=2
sample 1983.1 1997.12
read(b:l57711.prn) nwage/skiplines=2
sample 1981.1 1998.1
read(b:d738862.prn) nhwi/skiplines=2
* Calculating adjustment factors
sample 1981.1 1988.12
genr ratio1=nhwi/ohwi
stat ratio1/mean=m1
gen1 hwiadj=m1
sample 1983.1 1985.12
genr ratio2=nwage/owage
stat ratio2/mean=m2
gen1 wageadj=m2
* Merging the data
sample 1961.1 1997.12
* Note dimension statements
genr hwi=0.0
genr wage=0.0
sample 1962.1 1980.12
genr hwi=m1*ohwi
sample 1981.1 1997.12
genr hwi=nhwi
sample 1961.1 1982.12
genr wage=m2*owage
sample 1983.1 1997.12
genr wage=nwage
* Doing regression
sample 1961.1 1997.12
set nowarn
genr d1=seas(12)
genr d2=lag(d1)
genr d3=lag(d1,2)
genr d4=lag(d1,3)
genr d5=lag(d1,4)
genr d6=lag(d1,5)
genr d7=lag(d1,6)
genr d8=lag(d1,7)
genr d9=lag(d1,8)
genr d10=lag(d1,9)
genr d11=lag(d1,10)
set warn
sample 1961.2 1997.12
genr wage1=lag(wage)
genr dwage=(wage-wage1)/wage1
sample 1962.1 1997.12
ols dwage hwi/rstat
* Doing Other Things
sample 1961.1 1997.12
read(b:p700000.prn) cpi/skiplines=1
genr cpi1=lag(cpi)
genr dcpi=(cpi-cpi1)/cpi1
pause
sample 1962.1 1997.12
ols dwage dcpi hwi/rstat
ols dwage dcpi hwi d1 d2 d3 d4 d5 d6 d7 d8 d9 d10 d11/rstat
ols dwage dcpi(0.12) hwi(0.12) d1 d2 d3 d4 d5 d6 d7 d8 d9 &
d10 d11/rstat
sample 1962.1 1980.12
ols dwage hwi dcpi(0.12) d1 d2 d3 d4 d5 d6 d7 d8 d9 d10 d11
ols dwage hwi dcpi(0.12)
sample 1983.1 1997.12
ols dwage hwi dcpi(0.12) d1 d2 d3 d4 d5 d6 d7 d8 d9 d10 d11
ols dwage hwi dcpi(0.12)