/*
** Lesson 14.1: Unit Roots Test
** Data Series: Personal Consumption
*/
use gpe2;
output file = gpe\output14.1 reset;

load z[67,3] = gpe\usyc87.txt;
y = z[2:67,2];
c = z[2:67,3];

/* select one variable to work on */
x = c;

/* difference the data if needed */
diff = 0;
j = 1;
do until j > diff;
	x = x-lagn(x,1);
	j = j+1;
endo;

x1 = packr(lagn(x,1)); @ sample truncated @
dx = packr(x-lagn(x,1));
trend = seqa(1,1,rows(dx));

call reset;
_rstat = 1;
_dlags=3; @ augmented terms if needed @
_names={"dx","trend","x1"};

/* Model III */
call estimate(dx,trend~x1);

_restr = {0 0 0 1 0 0,
		  0 0 0 0 1 0};  @ DF F-Test @
call estimate(dx,trend~x1);

end;