options crt;  ? 2e3
in return;
freq m;
smpl 76:1 85:12;
rpgold = gold - rkfree;
rpmark = market - rkfree;
smpl 76:1 79:12;  ? (a)
 olsq rpgold c rpmark;
 set dft = @nob-@ncoef;
 cdf(t,df=dft,inv) .05 tcrit;
 set bconlow = @coef(2) - @ses(2)*tcrit;
 set bconup  = @coef(2) + @ses(2)*tcrit;
 print bconlow bconup;
smpl 80:1 85:12;  ? (b)
 olsq rpgold c rpmark;
 set dft = @nob-@ncoef;
 cdf(t,df=dft,inv) .05 tcrit;
 set bconlow = @coef(2) - @ses(2)*tcrit;
 set bconup  = @coef(2) + @ses(2)*tcrit;
 print bconlow bconup;