/* ** Lesson 10.2: Tests for Autocorrelation */ use gpe2; output file = gpe\output10.2 reset; load data[40,6]= gpe\cjx.txt; year = data[2:40,1]; X = ln(data[2:40,2]); L = ln(data[2:40,3]); K = ln(data[2:40,5]); call reset; _names = {"X","L","K"}; _rstat = 1; _rplot = 2; _bgtest = 4; @ Breusch-Godfrey, 4th order @ _acf = 12; @ auto & partial auto,12 lags @ call estimate(X,L~K); end;