(* Exercise 10.20 using DATA9-6 *)
genr lmoney1 = lmoney(-1)
ols lmoney const lincome intrate  
genr ut = uhat
genr ut1 = ut(-1)
genr ut2 = ut(-2)
genr ut3 = ut(-3)
smpl 1903 ;
ols ut const lincome intrate ut1 ut2 ut3  
genr LM1 = $nrsq
pvalue 3 3 LM1
smpl 1900 ;
ar 1 2 3 ; lmoney const lincome intrate  
hilu lmoney const lincome intrate  
smpl 1901 ;
ols lmoney const lmoney1 lincome intrate  
genr utt = uhat
genr utt1 = utt(-1)
genr utt2 = utt(-2)
genr utt3 = utt(-3)
smpl 1904 ;
ols utt const lincome intrate utt1 utt2 utt3  
genr LM2 = $nrsq
pvalue 3 3 LM2
smpl 1901 ;
ar 1 2 3 ; lmoney const lmoney1 lincome intrate  
ar 1 3 ; lmoney const lmoney1 lincome intrate