open dj2003.gdt
genr pvprof = 100*cpatax/tcm10y
logs pvprof sp14
genr ld_cprof = l_pvprof - l_pvprof(-1)
genr ld_dj = l_sp14 - l_sp14(-1)
genr djgap = l_pvprof - l_sp14
genr djgap_1 = djgap(-1)
ols ld_dj const ld_cprof djgap_1
genr SSRr = $ess
genr prop = exp($coeff(const)/$coeff(djgap_1))
print prop
genr equil = prop * pvprof
ols l_sp14 const l_pvprof l_pvprof(-1) l_sp14(-1)
genr SSRu = $ess
genr dfu = $df
genr Ftest = (SSRr-SSRu)*dfu/SSRu
pvalue F 1 dfu Ftest