options crt;
out klein;
doc YEAR 'Year, beginning with 1920 and ending with 1941';
doc CN   'Consumption, measured in billions of 1934 dollars';
doc P    'Profits, billions of 1934 dollars';
doc W1   'Private Sector Wages, billions of 1934 dollars';
doc I    'Net Investment, billions of 1934 dollars';
doc KLAG 'end-of-year Capital Stock lagged one year, billions of 1934 dollars';
doc E 'Private Product (GNP plus Indirect Taxes minus Government Wage Bill),\
 billions of 1934 dollars';
doc W2   'Government Wage Bill, billions of 1934 dollars';
doc G    'Government Expenditures (includes Government Wage Bill),\
 billions of 1934 dollars';
doc TX   'Indirect Taxes, billions of 1934 dollars';
?Source:  Henri Theil, Principles of Econometrics, New York:
?John Wiley & Sons, Table 9.1, page 456.  Original source is 
?Lawrence R. Klein, Economic Fluctuations in the United States, 1921-1941, 
?New York: John Wiley & Sons, inc., 1950, p. 135.
?Note: To ensure that identities hold, the G variable here is
?defined as Theil's G variable plus government wage bill.
load;
end;
noprint;
freq a; smpl 20,41;
load
YEAR  CN    P   W1    I  KLAG    E   W2   G    TX;
1920 39.8 12.7 28.8  2.7 180.1 44.9 2.2  4.6  3.4
1921 41.9 12.4 25.5 -0.2 182.8 45.6 2.7  6.6  7.7
1922 45.0 16.9 29.3  1.9 182.6 50.1 2.9  6.1  3.9
1923 49.2 18.4 34.1  5.2 184.5 57.2 2.9  5.7  4.7
1924 50.6 19.4 33.9  3.0 189.7 57.1 3.1  6.6  3.8
1925 52.6 20.1 35.4  5.1 192.7 61.0 3.2  6.5  5.5
1926 55.1 19.6 37.4  5.6 197.8 64.0 3.3  6.6  7.0
1927 56.2 19.8 37.9  4.2 203.4 64.4 3.6  7.6  6.7
1928 57.3 21.1 39.2  3.0 207.6 64.5 3.7  7.9  4.2
1929 57.8 21.7 41.3  5.1 210.6 67.0 4.0  8.1  4.0
1930 55.0 15.6 37.9  1.0 215.7 61.2 4.2  9.4  7.7
1931 50.9 11.4 34.5 -3.4 216.7 53.4 4.8 10.7  7.5
1932 45.6  7.0 29.0 -6.2 213.3 44.3 5.3 10.2  8.3
1933 46.5 11.2 28.5 -5.1 207.1 45.1 5.6  9.3  5.4
1934 48.7 12.3 30.6 -3.0 202.0 49.7 6.0 10.0  6.8
1935 51.3 14.0 33.2 -1.3 199.0 54.4 6.1 10.5  7.2
1936 57.7 17.6 36.8  2.1 197.7 62.7 7.4 10.3  8.3
1937 58.7 17.3 41.0  2.0 199.8 65.0 6.7 11.0  6.7
1938 57.5 15.3 38.2 -1.9 201.8 60.9 7.7 13.0  7.4
1939 61.6 19.0 41.6  1.3 199.9 69.5 7.8 14.4  8.9
1940 65.0 21.1 45.0  3.3 201.2 75.7 8.0 15.4  9.6
1941 69.7 23.5 53.3  4.9 204.5 88.4 8.5 22.3 11.6