(* PS10.2, using DATA10-2, for Koyck lag model in Example 10.2 *)
ols load 0 temp
(* generate lagged load *)
genr load1 = load(-1)
(* suppress the first observation and set range to 1.02-31.24 *)
smpl 1.02 31.24
(* estimate transformed model *)
ols load 0 load1 temp
(* retrieve coefficients *)
genr b0 = coeff(temp)
genr lambda=coeff(load1)
(* compute long-run multiplier *)
genr lrmult = b0/(1-lambda)
(* print values *)
print b0 lambda lrmult
