** Chapter 19.1 ** for W.H. Greene, Econometric Analysis 6th ed. ****************
* (c) Noel Roy 2003, 2008
*
*	                       SERIAL CORRELATION    
*
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*
* 19.1 INTRODUCTION
*
* Example 19.1 Money Demand Equation (p. 626)
*
READ (TableF5-1.prn)Year qtr realgdp realcons realinvs realgovt realdpi cpi M1 i u pop deltap realint / SKIPLINES=1
*
GENR lnM1=LOG(M1)
GENR lnGDP=LOG(REALGDP)
GENR lnCPI=LOG(CPI)
*
* The /GRAPH option on an OLS command generates a residuals plot similar
* to Figure 19.1 as well as an Actual versus Fitted plot on the dependent
* variable.
*
?OLS lnM1 lnGDP lnCPI /GRAPH
*
STOP
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* Updated November 7, 2008