? P&R Exercise 6.4

OPTIONS CRT ;
TITLE 'US RESIDENTIAL ENERGY CONSUMPTION' ;
FREQ A;
SMPL 1960 1985;
LIST VARS YEAR POPUL HSHLDS INCHH CPI PRELE PRGAS PROIL 
     PRQUAD QELE QGAS QOIL QTOT;
READ(FILE='a:\ex3_data') VARS;
MSD VARS;
 
LQ = LOG(QTOT) ;
LPQ = LOG(PRQUAD) ;
LINC = LOG(HSHLDS)+LOG(INCHH) ;
MSD LQ LPQ LINC ;

REGOPT(BPLIST=(C,YEAR),PVPRINT) BPHET ; ? AUTOMATE HS TEST.
OLSQ LQ C YEAR LPQ LINC ;
SET SSR0 = @SSR ;                 ? FOR USE IN (4)
SET DF0 = @NOB-@NCOEF ;

ESQ = @RES*@RES ;
OLSQ ESQ C YEAR ;
SET TRSQ = @NOB*@RSQ ;
CDF(CHISQ,DF=1) TRSQ ;           


WT = 1/@FIT ;
MSD WT ;        
WT = WT*(@FIT>.0001) + 10000*(@FIT<.0001) ; 
WT = SQRT(WT);
OLSQ(WEIGHT=WT) LQ C YEAR LPQ LINC ;
EWT = @RES*SQRT(WT) ;       

AR1 LQ C YEAR LPQ LINC ;
SET SSRAR = @SSR ; SET DFAR = @NOB-@NCOEF ;
ESQAR = @RES*@RES ;               
 
SMPL 1960 1973 ;
OLSQ LQ C YEAR LPQ LINC ;
SET SSR1 = @SSR ; SET DF1 = @NOB-@NCOEF ;
SMPL 1974 1985 ;
OLSQ LQ C YEAR LPQ LINC ;
SET SSRU = SSR1+@SSR ; SET DFU = @NOB-@NCOEF+DF1 ;
SET Q = DF0-DFU ;
SET CHOWTEST = (SSR0-SSRU)/Q/(SSRU/DFU) ;
CDF(F,DF1=Q,DF2=DFU) CHOWTEST ;

SMPL 1960 1985 ;
REGOPT (CHOWDATE=1974,PVPRINT) CHOW ;
OLSQ LQ C YEAR LPQ LINC ;

OLSQ ESQAR C YEAR ;
SET TRSQAR = @NOB*@RSQ ;
CDF(CHISQ,DF=1) TRSQAR ;          
 
SMPL 1961 1985 ;                   
OLSQ EWT C EWT(-1) ;        
SET TRSQWT = @NOB*@RSQ ;   
CDF(CHISQ,DF=1) TRSQWT ;       
 

SMPL 1960 1985 ;
DOIL = YEAR>1973 ;
LINCOIL = LINC*DOIL ;
YEAROIL = YEAR*DOIL ;
AR1 LQ C DOIL YEAR YEAROIL LPQ LINC LINCOIL ;
SET SSRU = @SSR ; SET DFU = @NOB-@NCOEF ;
SET Q = DFAR-DFU ;
SET FSTAT = (SSRAR-SSRU)/Q/(SSRU/DFU) ;

CDF(F,DF1=Q,DF2=DFU) FSTAT ;

OLSQ LQ C DOIL YEAR YEAROIL LPQ LINC LINCOIL ;

STOP; END;