(* PS10-7, using DATA10-3, for Example 10.6 for the Dickey-Fuller test *)
genr time
(* generate change in exchange rate *)
genr dxchrate = diff(exchrate)
(* lag exchange rate *)
genr exchrat1 = exchrate(-1)
(* generate change in dxchrate *)
genr dxchrat2 = dxchrate(-1)
list
(* suppress two observations *)
smpl 1973.03 ;
(* estimate unrestricted model *)
ols dxchrate const exchrat1 dxchrat2  ;
