/* ** Lesson 10.3: Cochrane-Orcutt Iterative Procedures */ use gpe2; output file = gpe\output10.3 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; _ar = 1; @ AR(1) error structure @ _iter = 50; @ 50 iterations use default C-O method @ call estimate(X,L~K); end;