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       log:  D:\My Documents\My Downloads\Econ 170\chapter 12, question 2.log
  log type:  text
 opened on:   9 Nov 2005, 22:07:56

. use "E:\Schmidt\(02) Stata Format\taxrcpt.dta", clear

. regress  receipts gdp

      Source |       SS       df       MS              Number of obs =      36
-------------+------------------------------           F(  1,    34) =24742.45
       Model |  5593602.34     1  5593602.34           Prob > F      =  0.0000
    Residual |  7686.48413    34  226.073063           R-squared     =  0.9986
-------------+------------------------------           Adj R-squared =  0.9986
       Total |  5601288.83    35  160036.824           Root MSE      =  15.036

------------------------------------------------------------------------------
    receipts |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         gdp |   .1828322   .0011623   157.30   0.000       .18047    .1851943
       _cons |  -5.969813   4.182007    -1.43   0.163    -14.46867    2.529047
------------------------------------------------------------------------------

. dwstat
time variable not set, use -tsset varname ...-
r(111);

. gen n=_n

. tsset n
        time variable:  n, 1 to 36

. dwstat

Durbin-Watson d-statistic(  2,    36) =  .9206362

. prais y x, corc rhotype(regress)
variable y not found
r(111);

. prais  receipts  gdp, corc rhotype(regress)

Iteration 0:  rho = 0.0000
Iteration 1:  rho = 0.5476
Iteration 2:  rho = 0.5708
Iteration 3:  rho = 0.5748
Iteration 4:  rho = 0.5756
Iteration 5:  rho = 0.5757
Iteration 6:  rho = 0.5757
Iteration 7:  rho = 0.5757
Iteration 8:  rho = 0.5757
Iteration 9:  rho = 0.5757

Cochrane-Orcutt AR(1) regression -- iterated estimates

      Source |       SS       df       MS              Number of obs =      35
-------------+------------------------------           F(  1,    33) = 6544.33
       Model |  1127510.45     1  1127510.45           Prob > F      =  0.0000
    Residual |  5685.51216    33  172.288247           R-squared     =  0.9950
-------------+------------------------------           Adj R-squared =  0.9948
       Total |  1133195.96    34  33329.2929           Root MSE      =  13.126

------------------------------------------------------------------------------
    receipts |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         gdp |   .1844545   .0022801    80.90   0.000     .1798156    .1890934
       _cons |  -9.926215   9.003204    -1.10   0.278    -28.24337     8.39094
-------------+----------------------------------------------------------------
         rho |   .5757425
------------------------------------------------------------------------------
Durbin-Watson statistic (original)    0.920636
Durbin-Watson statistic (transformed) 1.475558

. log close
       log:  D:\My Documents\My Downloads\Econ 170\chapter 12, question 2.log
  log type:  text
 closed on:   9 Nov 2005, 22:21:42
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