open data9-3
# Model A 
ols 2 0 3   
# Model B 
add 4 6 7 8  
# save residuals as ut 
genr ut = $uhat 
# Model C 
omit 7 8 
# autocorrelation test on Model C 
modtest -a 
# correlogram of ut 
corrgm ut 
# estimate by corc 
ar1 2 0 3 4 6 7 8  
# estimate by hilu 
ar1 2 0 3 4 6 7 8 --hilu
# general order ar 
ar 1 3 4 ; 2 0 3 4 6 7 8  
# obtain forecasts 
fcast 1989.1 1990.4 yf
# set sample range 
smpl 1989.1 1990.4
# print forecasts 
print 2 yf
