DEMO OLS CONSUME INCOME PRICE / PREDICT=YHAT DIAGNOS / RESET * Now use SHAZAM programming to replicate the calculations. SET NOOUTPUT GEN1 R20=\$R2 GENR YHAT2=YHAT**2 GENR YHAT3=YHAT**3 GENR YHAT4=YHAT**4 OLS CONSUME INCOME PRICE YHAT2 GEN1 RESET2=(\$N-\$K)*(\$R2-R20)/(1-\$R2) OLS CONSUME INCOME PRICE YHAT2 YHAT3 GEN1 RESET3=(\$N-\$K)*(\$R2-R20)/(2*(1-\$R2)) OLS CONSUME INCOME PRICE YHAT2 YHAT3 YHAT4 GEN1 RESET4=(\$N-\$K)*(\$R2-R20)/(3*(1-\$R2)) PRINT RESET2 RESET3 RESET4 * The DeBenedictis-Giles tests - FRESETL STAT YHAT / MIN=YMIN MAXIM=YMAX GENR W=\$PI*(2*YHAT-(YMAX+YMIN))/(YMAX-YMIN) GENR S1=SIN(W) GENR C1=SIN(W+\$PI/2) OLS CONSUME INCOME PRICE S1 C1 GEN1 FRESET1=(\$N-\$K)*(\$R2-R20)/(2*(1-\$R2)) GENR S2=SIN(2*W) GENR C2=SIN(2*W+\$PI/2) OLS CONSUME INCOME PRICE S1-S2 C1-C2 GEN1 FRESET2=(\$N-\$K)*(\$R2-R20)/(4*(1-\$R2)) GENR S3=SIN(3*W) GENR C3=SIN(3*W+\$PI/2) OLS CONSUME INCOME PRICE S1-S3 C1-C3 GEN1 FRESET3=(\$N-\$K)*(\$R2-R20)/(6*(1-\$R2)) PRINT FRESET1-FRESET3 * The DeBenedictis-Giles tests - FRESETS GENR W=2*\$PI*(SIN(YHAT)**2) - \$PI GENR S1=SIN(W) GENR C1=SIN(W+\$PI/2) OLS CONSUME INCOME PRICE S1 C1 GEN1 FRESET1=(\$N-\$K)*(\$R2-R20)/(2*(1-\$R2)) GENR S2=SIN(2*W) GENR C2=SIN(2*W+\$PI/2) OLS CONSUME INCOME PRICE S1-S2 C1-C2 GEN1 FRESET2=(\$N-\$K)*(\$R2-R20)/(4*(1-\$R2)) GENR S3=SIN(3*W) GENR C3=SIN(3*W+\$PI/2) OLS CONSUME INCOME PRICE S1-S3 C1-C3 GEN1 FRESET3=(\$N-\$K)*(\$R2-R20)/(6*(1-\$R2)) PRINT FRESET1-FRESET3 STOP