/*
** Lesson 15.1: ARMA Analysis of Bond Yields
*/
use gpe2;
output file=gpe\output15.1 reset;

n=61;  @ 1990.01 - 1994.12 @
load bonds[n,2]=gpe\bonds.txt;

y=bonds[2:n,2];

call reset;
_names={"yields"};
_rstat=1;
_rplot=2;

_dlags=2;
/*
_ar=2;
_iter=50;
*/
_bgtest=4;
_acf=12;
call estimate(y,0);

end;