/*
** Lesson 11.3: Polynomial Distributed Lag Model
** Almon Lag Model Revisited
*/
use gpe2;
output file = gpe\output10.3 reset;
load almon[61,3] = gpe\almon.txt;

cexp = almon[2:61,2];
capp = almon[2:61,3];
qt = almon[2:61,1];

q1=(qt%10).==1;  @ quarterly seasonal dummies @
q2=(qt%10).==2;
q3=(qt%10).==3;
q4=(qt%10).==4;

call reset;
_rstat = 1;	
_end = 36;

/* restrictions on all dummy variables */
_const = 0;
_restr = {0 0 0 0 0 0 0 0 1 1 1 1 0};
_pdl = {7 4 2,
        0 0 0,
        0 0 0,
        0 0 0,
        0 0 0};
_names={"cexp","capp","q1","q2","q3","q4"};
call estimate(cexp,capp~q1~q2~q3~q4);
end;