* The data is from: * Judge, Hill, Griffiths, Lutkepohl and Lee, 1988, * Introduction to the Theory and Practice of Econometrics, * 2nd Edition, Wiley. * Table 11.1, p. 453 SET RANFIX CPUTIME SAMPLE 1 20 READ IGE VGE KGE IWH VWH KWH 40.05292 1170.6 97.8 2.528130 191.5 1.8 54.64859 2015.8 104.4 24.91888 516.0 0.8 40.31206 2803.3 118.0 29.34270 729.0 7.4 84.21099 2039.7 156.2 27.61823 560.4 18.1 127.5724 2256.2 172.6 60.35945 519.9 23.5 124.8797 2132.2 186.6 50.61588 628.5 26.5 96.55514 1834.1 220.9 30.70955 537.1 36.2 131.1601 1588.0 287.8 60.69605 561.2 60.8 77.02764 1749.4 319.9 30.00972 617.2 84.4 46.96689 1687.2 321.3 42.50750 626.7 91.2 100.6597 2007.7 319.6 58.61146 737.2 92.4 115.7467 2208.3 346.0 46.96287 760.5 86.0 114.5826 1656.7 456.4 57.87651 581.4 111.1 119.8762 1604.4 543.4 43.22093 662.3 130.6 105.5699 1431.8 618.3 22.87143 583.8 141.8 148.4266 1610.5 647.4 52.94754 635.2 136.7 194.3622 1819.4 671.3 71.23030 723.8 129.7 158.2037 2079.7 726.1 61.72550 864.1 145.5 163.0930 2371.6 800.3 85.13053 1193.5 174.8 227.5634 2759.9 888.9 88.27518 1188.9 213.5 SYSTEM 2 / DN OLS IGE VGE KGE OLS IWH VWH KWH BAYES / NORMAL NSAMP=1000 RESTRICT VGE.GT.0 RESTRICT KGE.GT.0 RESTRICT VWH.GT.0 RESTRICT KWH.GT.0 END DISPLAY CPUTIME STOP