OPTIONS double CRT nwidth=20,signif=10;
NAME LONGLEY 'TEST Longley benchmark with double precision data';
load;
SMPL 1 16 ;
list xs C X1-X6;
OLSQ TOTEMP xs;
title 'OLSQ with default orthonormalization';
ndigits @coef;

options fast;
OLSQ TOTEMP xs;
title 'OLSQ without orthonormalization';
ndigits @coef;

Proc ndigits b;
? print number of correct digits for each Longley coefficient
? (of a possible 10)
? "true" coefficients from Longley (1967), or The American Statistician
? August 1988, p.222
?  The "true" answers are not actually accurate to 10 digits.
?  I will update this with the NIST certified answers soon.  -- C.C. 8/97
  mat ndigcor = -log10( abs((b-b10)/b10) );
  mat if10 = round(ndigcor) .eq. 10;
  mat ndigcor = 10*if10 + ndigcor % (.not.if10);
  print ndigcor;
endproc;
END ;
noprint;
read(nrow=7,ncol=1) b10;  ? true values to 10 digits
-3482258.633
15.06187227
-.0358191793
-2.020229804
-1.033226867
-.05110410565
1829.151465  ? 1829.1511465 in The American Statistician, a typo?
;
SMPL 1 16 ;
LOAD TOTEMP ; 60323 61122 60171 61187 63221 63639 64989 63761
              66019 67857 68169 66513 68655 69564 69331 70551 ;
LOAD X1 ; 83.0 88.5 88.2 89.5 96.2 98.1 99.0 100.
          101.2 104.6 108.4 110.8 112.6 114.2 115.7 116.9 ;
LOAD X2 ; 234289 259426 258054 284599 328975 346999 365385 363112
          397469 419180 442769 444546 482704 502601 518173 554894 ;
LOAD X3 ; 2356 2325 3682 3351 2099 1932 1870 3578
          2904 2822 2936 4681 3813 3931 4806 4007 ;
LOAD X4 ; 1590 1456 1616 1650 3099 3594 3547 3350
          3048 2857 2798 2637 2552 2514 2572 2827 ;
LOAD X5 ; 107608 108632 109773 110929 112075 113270 115094 116219
          117388 118734 120445 121950 123366 125368 127852 130081 ;
LOAD X6 ; 1947 1948 1949 1950 1951 1952 1953 1954
          1955 1956 1957 1958 1959 1960 1961 1962 ;