ods pdf file = "tp5.pdf"; ***************************************; options nocenter linesize=75 pagesize=66; data tp5; input Xt Yt; datalines; 2.521 220.4 2.171 203.9 2.234 207.2 2.524 221.9 2.305 211.3 2.523 222.7 3.020 247.6 3.014 247.6 3.532 272.9 3.461 269.1 3.737 283.9 3.801 287.0 3.576 275.4 3.586 275.1 3.447 269.1 2.723 232.8 3.019 248.1 3.117 252.4 3.623 278.6 3.618 278.5 ; data tp5no1; set tp5; temps = _n_; run; *** No 1 ***; proc reg data=tp5no1; model Yt = Xt; output out=datares r=residus; run; options nocenter linesize=75 pagesize=66; goptions reset=all gaccess='sasgastd > tp5no1.pdf' device=pdf; goptions ftext=zapf border rotate=landscape; title 'TP5 no1'; symbol v=dot c=black h=1.0; proc gplot data=datares; plot residus*temps ; run; quit; proc autoreg data=tp5; model Yt = Xt / nlag = 1 dwprob; run; *** No 2 ***; proc autoreg data=tp5; model Yt = Xt / nlag =1 method = YW dwprob covb; title 'TP5 no2'; run; data tp5no2; set tp5; Yttrans = Yt - 0.307262*lag(Yt); Xttrans = Xt - 0.307262*lag(Xt); title 'TP5 no2'; run; proc reg data=tp5no2; model Yttrans = Xttrans; title 'TP5 no2'; run; *** No 3 ***; proc autoreg data=tp5; model Yt = Xt / nlag =1 method = ML dwprob covb; title 'TP5 no3'; run; data tp5no3; set tp5; Yttrans = Yt - 0.5422*lag(Yt); Xttrans = Xt - 0.5422*lag(Xt); title 'TP5 no3'; run; proc reg data=tp5no3; model Yttrans = Xttrans; run; *** No 4 ***; data tp5no4; set tp5; diffYt = Yt - lag(Yt); diffXt = Xt - lag(Xt); title 'TP5 no4'; run; proc reg data=tp5no4; model diffYt = diffXt / noint; title 'TP5 no4'; output out=resdiff r=residus; run; proc arima data=resdiff; identify var=residus nlag=24; title 'TP5 no4'; run; proc means data=tp5; var Xt Yt; run; ***************************************************; ods pdf close;