/* ** Lesson 11.1: Lagged Dependent Variable Model ** Estimation and Testing for Autocorrelation */ use gpe2; output file=gpe\output11.1 reset; load z[67,3]=gpe\usyc87.txt; y=z[2:67,2]; c=z[2:67,3]; call reset; _names={"c","y"}; _rstat=1; _dlags=1; call estimate(c,y); _ar=1; _iter=50; call estimate(c,y); end;