options crt;  ? 6e7
in kopcke;
freq q;
smpl 56:1,79:4;
bjident(nlag=16,ndiff=3) ie;
bjident(nlag=16,ndiff=3) is;  ? (a,b)
?
bjest(ndiff=1,nar=8,nma=1) ie;
bjest(ndiff=0,nar=8,nma=0) ie;
bjest(ndiff=1,nar=8,nma=1) is;
bjest(ndiff=0,nar=6,nma=0) is;  ? (c)
?
smpl 56:1,81:4;
bjident(nlag=16,ndiff=3) ie;
bjest(ndiff=1,nar=8,nma=1) ie;
bjest(ndiff=0,nar=8,nma=0) ie;
bjfrcst(nhoriz=20) ie;
smpl 82:1,86:4;
e = (ie-@fit)/ie;
mat ssr = e'e;
set %rmse_e = sqrt(ssr/@nob);
print %rmse_e;
?
smpl 56:1,81:4;
bjident(nlag=16,ndiff=3) is;
bjest(ndiff=1,nar=8,nma=1) is;
bjest(ndiff=0,nar=6,nma=0) is;
bjfrcst(nhoriz=20) is;
smpl 82:1,86:4;
e = (is-@fit)/is;
mat ssr = e'e;
set %rmse_s = sqrt(ssr/@nob);
print %rmse_s;  ? (d)