* Reference: Chapter 16.3 of
*    R. Carter Hill, William E. Griffiths and George G. Judge, 
*    Undergraduate Econometrics, Second Edition, Wiley. 

SAMPLE 1 1001
READ (FIG16-1.shd) / NAMES
STAT / ALL

* Autocorrelation function - Table 16.2, p. 341
ARIMA S2 / GRAPHAC
* Autocorrelation function - Table 16.3, p. 342
ARIMA RW1 / GRAPHAC ACF=AC
* List the autocorrelations
SAMPLE 1 10
GENR LAG=TIME(0)
FORMAT(F10.0,F10.3)
PRINT LAG AC / FORMAT
* Note on calculating the standard errors of the autocorrelations:
* The textbook (p. 342) approximates the standard errors by
* sqrt(1/T). SHAZAM uses the Bartlett formula discussed in:
*   Charles R. Nelson, Applied Time Series Analysis for Managerial 
*     Forecasting, 1973, Holden-Day (see, Equation (5.1.6), p. 71).
STOP