ods pdf file = "ex8_2.pdf"; ******************* Exemple 8.2 de Pindyck & Rubinfeld ********************; options nocenter linesize=75 pagesize=66; data ex42; infile '/home/duchesne/STT3220/ex42.txt'; input date $ fygn3 ip fm2 pw; rate = fygn3; gm2 = (fm2 - lag(fm2))/lag(fm2); gpw = (pw - lag(pw))/lag(pw); gpwlag = lag(gpw); if (_n_ >= 13) and (_n_ <= 440); run; proc reg data=ex42; model rate = ip gm2 gpwlag; run; proc autoreg data=ex42; model rate = ip gm2 gpwlag / covb nlag = 1; run; proc autoreg data=ex42; model rate = ip gm2 gpwlag / covb nlag = 1 method = ml; run; ***************************************************; ods pdf close;