(* PS10.6, using DATA9-2, for Example 10.5 for the Dickey-Fuller test *)
genr time
(* generate log of money supply *)
genr Y = ln(M)
(* generate delta Y *)
genr DY = diff(Y)
(* lag DY once *)
genr Y1 = Y(-1)
(* delta Y(-1) *)
genr DY1 = DY(-1)
(* reset starting obs to omit two observations *)
smpl 1962 ;
(* estimate unrestricted model U *)
ols DY const time Y1 DY1
omit time Y1
