options crt nodate;
name bje 'AR(2) and AR(3) on Box-Jenkins series E -- Sunspots';
? Box-Jenkins benchmark estimations -- p.239 - E
load;

title 'AR(2) with constant';
?       Box-Jenkins  TSP       Gauss3.2.35
?         p.239     BJEST         ARIMA
?  phi1   1.42     1.40757     1.40756718
? (s.e.)  (.07)    (.070592)   (.07136802)
?  phi2   -.73     -.712806    -.71280601
? (s.e.)  (.07)    (.069149)   (.07083428)
? Const. 14.35    14.7098     14.70984271 
? (s.e.)          (2.48212)
? LogL            -414.617     -414.617409
bjest(const,nar=2,exactml,nocumpl,noplot,tol=1e-7,grad=c4) e;

title 'AR(3) with constant';
?       Box-Jenkins  TSP       Gauss3.2.35
?         p.239     BJEST         ARIMA (when run separately from the above)
?  phi1   1.57     1.55312     1.55311648
? (s.e.)  (.10)    (.099788)   (.09925457)
?  phi2  -1.02    -1.00175    -1.00174474
? (s.e.)  (.15)    (.156114)   (.15643178)
?  phi3    .21      .206338     .20633591
? (s.e.)  (.10)    (.099307)   (.09998969)
? Const. 11.31    11.7374     11.73744064
? (s.e.)          (2.78818)
? LogL            -412.495    -412.494817
bjest(const,nar=3,exactml,nocumpl,noplot,tol=1e-7,grad=c4) e;
end;
noprint;
freq a;
smpl 1770,1869;   ? Woelfer Sunspot numbers (100 obs)
read e;  ? p.530
101 82 66 35 31 7 20 92 154 125 85 68 38 23 10 24 83 132 131 118 90 67 60 47 41
21 16 6 4 7 14 34 45 43 48 42 28 10 8 2 0 1 5 12 14 35 46 41 30 24
16 7 4 2 8 17 36 50 62 67 71 48 28 8 13 57 122 138 103 86 63 37 24 11 15
40 62 98 124 96 66 64 54 39 21 7 4 23 55 94 96 77 59 44 47 30 16 7 37 74 ;