/*
** Lesson 11.4: Autoregressive Distributed Lag Model
** Almon Lag Model Once More
*/
use gpe2;
output file = gpe\output11.4 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;

_pdl = {7 4 2};
_dlags = 2;

_names={"cexp","capp"};
call estimate(cexp,capp);
end;