/*
** Lesson 15.2: ARMA Analysis of U. S. Inflation
** Greene [1999], Example 18.11
*/
use gpe2;
output file=gpe\output15.2 reset;

n=137;
load data[n,4]=gpe\usinf.txt;

y=ln(data[2:n,2]); 
m=ln(data[2:n,3]);
p=ln(data[2:n,4]);
dp=packr(100*(p-lagn(p,1)));
dm=packr(100*(m-lagn(m,1)));
dy=packr(100*(y-lagn(y,1)));

call reset;
_rstat=1;
_rplot=2;
_acf=12;

_dlags=1;
_arma={0,3};
_method=5;
_iter=100;
call estimate(dp,lagn(dm-dy,1));

end;