? P&R Exercise 14.4

options crt limwarn=0;
freq m;
smpl 79:1 88:6;
read(file='\tsp\prhb\datadisk\ex131.xls',format=excel) pho qho nho;

? The following VAR command estimates an 8-lag 3-variable Vector 
? Auto-regression with an intercept and computes the implied 
? impulse response over a 24-month horizon to a standard deviation 
? shock to each of the 3 variables. A Choleski factorization of the
? variance of the series is used to generate the shocks.

smpl 80:1 88:6;
var(nhoriz=24, nlags=8, shock=chol) pho qho nho | c;