* PS10.9, using DATA10-1, for Example 10.7
*
TIME 1964 4
SAMPLE 1964.1 1991.2
READ(data10-1) PERIOD IR MS DF
STAT IR MS / MEAN=MEAN
GENR R=IR-(MEAN:1)
GENR M=MS-(MEAN:2)
GENR R1=LAG(R)
GENR R2=LAG(R,2)
GENR R3=LAG(R,3)
GENR R4=LAG(R,4)
GENR R5=LAG(R,5)
GENR R6=LAG(R,6)
GENR M1=LAG(M)
GENR M2=LAG(M,2)
GENR M3=LAG(M,3)
GENR M4=LAG(M,4)
GENR M5=LAG(M,5)
GENR M6=LAG(M,6)
*
* The sample range is change from 1964.1 to 1965.3 since 6 observations were
* lost when the difference in Interest Rate, R, and Money Supply, M, were 
* lagged back six periods.
*
SAMPLE 1965.3 1991.2
* 
* Estimate the Unrestricted Model for the Interest Rates, R.  And, test
* the correlation between present R and the past M
*
OLS R R1 R2 R3 R4 R5 R6 M1 M2 M3 M4 M5 M6 / NOCONSTANT
TEST
TEST M1=0
TEST M2=0
TEST M3=0
TEST M4=0
TEST M5=0
TEST M6=0
END
*
* Estimate the unrestricted model for money supply M. And, test the correlation
* between the present M and the past R.
*
OLS M M1 M2 M3 M4 M5 M6 R1 R2 R3 R4 R5 R6 / NOCONSTANT
TEST
TEST R1=0
TEST R2=0
TEST R3=0
TEST R4=0
TEST R5=0
TEST R6=0
END
*
DELETE / ALL
*
*==========================================================================
*
STOP