* Almon Distributed Lag Model for Inventories
*
* Keywords:
*     regression, ols, almon, distributed lag, dl, us, inventories
*
* Description:
*     We illustrate how to estimate a OLS Model with Almon Distributed Lag for 
*     US Inventories
*
* Author(s):
*     Skif Pankov
*
* Source:
*     Damodar N. Gujarati and Dawn C. Porter, Basic Econometrics - 5th Edition
*     McGraw-Hill International Edition, Chapter 17, Example 17.11 (page 649)
*
sample 1 46

* Reading the datafile and naming variables
read(data_17.11.shd) inv sal

* Running an OLS regression of inv on a 2nd degree 3-lag Almon specification
* of variable sal, stating to display residual statistics
ols inv sal(0.3,2) / rstat

stop