B34S Log Date (D:M:Y) 17/ 7/13 Time (H:M:S) 11:41:51 Page 1 B34SEXEC options ginclude('b34sdata.mac') member(fwheat)$ B34SRUN$ B34SEXEC DATA NOOB= 64 NOHEAD SETYEAR(1908) SETFREQ(1) filef=@@ HEADING('WHEAT YIELD 1908-71') $ * 'UNITED STATES WHEAT YIELDS (1908 TO 1971)'$ * '------- FULLER(1976) PAGE 397 -------'$ LABEL YEAR = 'YEAR' $ LABEL BUSHELS = 'BUSHELS PER ACRE IN US'$ INPUT YEAR BUSHELS$ DATACARDS$ B34SRETURN$ B34SRUN $ B34S DATA STEP ENTERED. Note: Data read off unit 5 Input file read from temp dataset. Formatted file with RECL up to 80 assumed. @@ read used. B34S loaded 64 observations on 3 variables. REC() set as IMSL_1 RN() set as DRNNOA Step ending. Seconds used 0.0000000 . Total job seconds 0.10937500 . Final header page number printed during this step 1 B34SEXEC bjiden$ var bushels$ seriesn var=bushels$ rtrans var=bushels dif=(2,1)$ rauto bushels$ bispec iauto iturno df adf(4) adft(4) pp app(4) appt(4)$ B34SRUN$ BOX-JENKINS (BJ) OPTION CALLED. Note: 4*nwd was > n. Set LE n/4 Step ending. Seconds used 0.0000000 . Total job seconds 0.10937500 . Final header page number printed during this step 1 B34SEXEC matrix; call loaddata; call load(rtest); call autobj(bushels :print :nac 24 :autobuild); * call rtest(%res,bushels,24); call autobj(bushels :print :nac 24 :ar index(1 2 3) ); call autobj(bushels :print :nac 24 :ar index(1 2 3) :ma index(1 3) ); B34SRUN; Note: B34S Matrix Command Ending. Last Command reached. Space available in allocator 99856934, peak space used 34398 B34S Log Date (D:M:Y) 17/ 7/13 Time (H:M:S) 11:41:51 Page 2 Number variables used 55, peak number used 55 Number temp variables used 33, # user temp clean 0 Step ending. Seconds used 0.31250000E-01. Total job seconds 0.14062500 . Final header page number printed during this step 1 B34SEXEC options ginclude('b34sdata.mac') member(fwheat)$ B34SRUN$ B34SEXEC DATA NOOB= 64 NOHEAD SETYEAR(1908) SETFREQ(1) filef=@@ HEADING('WHEAT YIELD 1908-71') $ * 'UNITED STATES WHEAT YIELDS (1908 TO 1971)'$ * '------- FULLER(1976) PAGE 397 -------'$ LABEL YEAR = 'YEAR' $ LABEL BUSHELS = 'BUSHELS PER ACRE IN US'$ INPUT YEAR BUSHELS$ DATACARDS$ B34SRETURN$ B34SRUN $ B34S DATA STEP ENTERED. Note: Data read off unit 5 Input file read from temp dataset. Formatted file with RECL up to 80 assumed. @@ read used. B34S loaded 64 observations on 3 variables. REC() set as IMSL_1 RN() set as DRNNOA Step ending. Seconds used 0.0000000 . Total job seconds 0.20312500 . Final header page number printed during this step 2 B34SEXEC options open('statdata.do') unit(28) disp=unknown$ B34SRUN$ Note: file name classified as UNKNOWN will be created since it was not found. B34SEXEC options clean(28)$ B34SRUN$ NOTE: ENDFILE WRITTEN TO UNIT 28 B34SEXEC options open('stata.do') unit(29) disp=unknown$ B34SRUN$ Note: file name classified as UNKNOWN will be created since it was not found. B34SEXEC options clean(29)$ B34SRUN$ NOTE: ENDFILE WRITTEN TO UNIT 29 B34SEXEC pgmcall idata=28 icntrl=29$ stata$ PGMCARDS$ describe *clear *set more off, perm B34S Log Date (D:M:Y) 17/ 7/13 Time (H:M:S) 11:41:51 Page 3 *insheet using "M:\ECON 537\Box Jenkins Series J (Gas Data) with Obs.txt" tsset year corrgram bushels, lags(24) corrgram bushels, lags(24) yw arima bushels, ar(1/3) noconstant arima bushels, ar(1/3) predict res1, residuals corrgram res1, lags(24) arima bushels, ar(1 2 3) ma(1 3) predict res2, residuals corrgram res2, lags(24) matrix accum xpx = res1 res2 matrix list xpx matrix accum xpx1 = res1 matrix list xpx1 mkmat res1, matrix(RR) matrix TEST = RR'*RR matrix list TEST B34SRETURN$ B34SEEND$ PROGRAM CALL (PC) OPTION CALLED. Step ending. Seconds used 0.0000000 . Total job seconds 0.20312500 . Final header page number printed during this step 2 B34SEXEC options close(28); B34SRUN; Note: File allocated to unit 28 has been closed. B34SEXEC options close(29); B34SRUN; Note: File allocated to unit 29 has been closed. B34SEXEC options dodos('stata /e do stata.do'); B34SRUN; B34SEXEC options npageout writeout('output from stata',' ',' ') copyfout('stata.log') dodos('erase stata.do','erase stata.log','erase statdata.do') $ B34SRUN$ Note: recl of file on COPYFLOG > 132. First 132 used. B34SEXEC OPTIONS OPEN('rats.dat') UNIT(28) DISP=UNKNOWN$ B34SRUN$ Note: file name classified as UNKNOWN will be created since it was not found. B34SEXEC OPTIONS OPEN('rats.in') UNIT(29) DISP=UNKNOWN$ B34SRUN$ Note: file name classified as UNKNOWN will be created since it was not found. B34S Log Date (D:M:Y) 17/ 7/13 Time (H:M:S) 11:41:57 Page 4 B34SEXEC OPTIONS CLEAN(28)$ B34SRUN$ NOTE: ENDFILE WRITTEN TO UNIT 28 B34SEXEC OPTIONS CLEAN(29)$ B34SRUN$ NOTE: ENDFILE WRITTEN TO UNIT 29 B34SEXEC PGMCALL$ RATS PASSASTS PCOMMENTS('* ', '* Data passed from B34S(r) system to RATS', '* ') $ PGMCARDS$ * * * source(noecho) d:\r\bjident.src source(noecho) bjident.src @bjident(report,graph,method=yule) bushels @bjident(report,graph,method=burg) bushels boxjenk(AR=||1,2,3||, iterations=200,define=bjeqtest, $ constant) bushels * * res boxjenk(diff=1,AR=||1,2,3||, iterations=200000,define=bjeq, $ MA=||1,3||,constant) bushels * * res forecast 1 10 290 # BJEQ fbushels print * * fbushels @bjident res OPEN COPY myrun.por SMPL COPY(UNIT=COPY,FORMAT=PORTABLE) / RES B34SRETURN$ B34SRUN$ PROGRAM CALL (PC) OPTION CALLED. Step ending. Seconds used 0.0000000 . Total job seconds 0.28125000 . Final header page number printed during this step 9 B34SEXEC OPTIONS CLOSE(28)$ B34SRUN$ Note: File allocated to unit 28 has been closed. B34SEXEC OPTIONS CLOSE(29)$ B34SRUN$ Note: File allocated to unit 29 has been closed. B34SEXEC OPTIONS dodos('start /w /r rats32s rats.in /run') dounix('rats rats.in rats.out')$ B34SRUN$ B34SEXEC OPTIONS NPAGEOUT B34S Log Date (D:M:Y) 17/ 7/13 Time (H:M:S) 11:41:57 Page 5 WRITEOUT('OUTPUT FROM RATS',' ',' ') COPYFOUT('rats.out') dodos('ERASE rats.in','ERASE rats.out','ERASE rats.dat') dounix('rm rats.in','rm rats.out','rm rats.dat') $ B34SRUN$ Note: recl of file on COPYFLOG > 132. First 132 used. B34SEXEC OPTIONS OPEN( 'myrun.por') UNIT(45) DISP=UNKNOWN$ B34SRUN$ Note: file name classified as UNKNOWN actually exists. DISP set to OLD. B34SEXEC SCAINPUT$ GETRATS RATSUNIT(45)$ B34SRUN$ B34S DATA STEP ENTERED. Note: Data read off unit 5 Input file read from temp dataset. Formatted file. FREE (*) read used. B34S loaded 60 observations on 3 variables. REC() set as IMSL_1 RN() set as DRNNOA Step ending. Seconds used 0.0000000 . Total job seconds 0.34375000 . Final header page number printed during this step 13 B34SEXEC options close(45); B34SRUN; Note: File allocated to unit 45 has been closed.