USE "Z:\mydocs\ys209\divorce.syd"
mglh
model divmf = constant + unemp + flfprt + marumf + brtw1544 + milperk
save divres01/data
estimate
use divres01
plot residual*year/line dash=11 stick=out
plot residual*year/line dash=11 stick=out ylimit=0
npar
runs residual/cut=0
rem this is Wald-Wolfowitz non-parametric test of autocorrelation
rem Cochrane-Orcutt procedure with r=0.826
basic
let ldiv=lag(divmf)
let lune=lag(unemp)
let lflf=lag(flfprt)
let lmar=lag(marumf)
let lbir=lag(brtw1544)
let lmil=lag(milperk)
let pdiv=divmf-0.826(ldiv)
let pdiv=divmf-0.826*ldiv
let pune=unemp-0.826*lune
let pflf=flfprt-0.826*lflf
let pmar=marumf-0.826*lmar
let pbir=brtw1544-0.826*lbir
let pmil=milperk-0.826*lmil
run
list year divmf ldiv pdiv/n=10
mglh
model pdiv=constant+pune+pflf+pmar+pbir+pmil
save divres02/data
estimate
use divres02
rem at this point check significance of D-W statistic
rem if significant one could iterate Cochrane-Orcutt procedure
rem now use Hildreth-Lu procedure in nonlin module
nonlin
model divmf=rho*ldiv+b0+bu*(unemp-rho*lune)+bf*(flfprt-rho*lflf)+bm*(marumf-rho*lmar),
            +bb*(brtw1544-rho*lbir)+bi*(milperk-rho*lmil)
estimate
mglh