SAMPLE 1 40
READ (GHJ.txt) FOOD INCOME
* Save the t-ratios from the OLS regression in the variable TR
OLS FOOD INCOME / TRATIO=TR
* Save the degrees of freedom in the variable DF
GEN1 DF1=$DF
* Set the sample period to the number of estimated coefficients
SAMPLE 1 2
* Take the absolute value of the t-ratios.
GENR TRA=ABS(TR)
* Use the DISTRIB command - save the CDF in the variable CDF1
DISTRIB TRA / TYPE=T DF=DF1 CDF=CDF1
* Get the p-value for a 2-sided test.
GENR PVAL2=2*(1-CDF1)
*
* Now get p-values for 1-sided tests.
DISTRIB TR / TYPE=T DF=DF1 CDF=CDF1
* H0: coefficient > 0  vs.  H1: coefficient < 0 
GENR PA=CDF1
* H0: coefficient < 0  vs.  H1: coefficient > 0
GENR PB=1-CDF1
*
* Print the results
PRINT TR PVAL2 PA PB
STOP