options crt;
?
?  return
?
out return;
list vars
boise coned contil citcrp datgen dec delta genmil gerber ibm mobil
panam psnh tandy texaco weyer
 dow dupont gpu motor conoco
market rkfree gold poil frbind cpi;
freq m;
smpl 76:1 87:12;
read(file='return.txt') vars;

? Trim off the missing values at either end of the sample, so that
? the SHOW and DBLIST commands will report the non-missing range
? of the variables.
supres smpl;
norepl;
dot vars;
  select .not.miss(.);
  . = . ;
enddot;

? Now add the documentation
repl;
doc mobil  '% change in Mobil stock price';
doc texaco '% change in Texaco stock price';
doc ibm    '% change in Intl Business Machines stock price';
doc dec    '% change in Digital Equipment Corp stock price';
doc datgen '% change in Data General stock price';
doc coned  '% change in Consolidated Edison stock price';
doc psnh   '% change in Public Service of New Hampshire stock price';
doc weyer  '% change in Weyerhauser stock price';
doc boise  '% change in Boise Cascade stock price';
doc motor  '% change in Motorola stock price';
doc tandy  '% change in Tandy stock price';
doc panam  '% change in Pan American Airways stock price';
doc delta  '% change in Delta stock price';
doc contil '% change in Continental Illinois stock price';
doc citcrp '% change in Citicrp stock price';
doc gerber '% change in Gerber stock price';
doc genmil '% change in General Mills stock price';
doc DOW    '% change in Dow Chemical stock price';
doc DUPONT '% change in E. I. DuPont stock price';
doc GPU    '% change in General Public Utilities stock price';
doc conoco '% change in Conoco stock price';

doc MARKET 'CRSP overall market rate of return';
doc RKFREE 'return on 30-day US Treasury Bills';
doc GOLD '% change in price of gold';
?The source of the GOLD data is various issues of the Wall Street Journal.

doc POIL 'Nominal $ price per barrel of domestic crude oil\
 Domestic First Purchase Price';
?For POIL, the data source is the Monthly Energy Review published
?  by the US Department of Energy, various July issues.
doc FRBIND 'Federal Reserve Board index of industrial production, 1972=100\
 Total Industry Industry Production, series is seasonally adjusted';
doc CPI 'Consumer Price Index, All Items (1967=100)';
?The source of the data series for FRBIND and CPI is various annual
?  reports of the Economic Report of the President, Washington, DC:
?  US Government Printing Office.