options crt;  ? 7e5
in nerc;
freq a;
smpl 52,84;
lnp1 = log(pelec/pelec(-1));
lng1 = log(gnp/gnp(-1));
lnk1 = log(kwh/kwh(-1));  ? (a)
do last = 84 to 73 by -11;  ? loop using SMPL 52,84  and  52,73 (e)
  smpl 52,last;
  ols lnk1 c lnp1 lng1;  ? (b)
?  rename coefficients so that ANALYZ can work with them
?  (or equivalently, use LSQ directly on the linear equation)
  list @rnms g a b;
  unmake @coef @rnms;
  param @rnms;
  frml peg gr_e = g + a*gr_p + b*gr_gnp;
  const gr_p -.02  gr_gnp .04;
  analyz peg;  ? (c)  including standard error
  if last=73; then; do;
    const gr_p -.024  gr_gnp .035;
    analyz peg;
    const gr_p .042  gr_gnp .025;
    analyz peg;  ? (e)
  enddo;
?
?   Prior to TSP 4.4, we can test DW against the lower bound d(L).
? if @dw < (1.32*(@nob=33) + 1.15*(@nob=22));  ? select 5% dL based on @nob
?   In TSP 4.4, we can test the upper bound on the P-value (or we
?   could compute an exact P-value).
  if %dwu < .05 ;
   then;  ar1 lnk1 c lnp1 lng1;  ? (d)
enddo;