cd "E:\Dropbox\teaching\2018-19 TOBB-ETU\IKT 451 Applied Time Series\S&W 2002 replication"

wfopen data

'Data Conversion:
'(1) level of the series; 
'(2) first difference; 
'(3) second difference; 
'(4) logarithm of theseries; 
'(5) first difference of the logarithm; 
'(6) second difference of the logarithm. 
'SA = seasonally adjusted; NSA = not seasonally adjusted



'GDPQ: Gross domestic product (chained) (5)
series y = log(gdpq)
series d4y = 100*(y-y(-4))
matrix(5,2) table1
series z = @mean(d4y, "1960q1 2001q3")
series zz=@stdev(d4y, "1960q1 2001q3")
table1(1,1)=z(1,1)
table1(1,2)=zz(1,1)
series z = @mean(d4y, "1960q1 1969q4")
series zz = @stdev(d4y, "1960q1 1969q4")
table1(2,1)=z(1,1)
table1(2,2)=zz(1,1)
series z = @mean(d4y, "1970q1 1979q4")
series zz = @stdev(d4y, "1970q1 1979q4")
table1(3,1)=z(1,1)
table1(3,2)=zz(1,1)
series z = @mean(d4y, "1980q1 1989q4")
series zz = @stdev(d4y, "1980q1 1989q4")
table1(4,1)=z(1,1)
table1(4,2)=zz(1,1)
series z = @mean(d4y, "1990q1 2001q3")
series zz = @stdev(d4y, "1990q1 2001q3")
table1(5,1)=z(1,1)
table1(5,2)=zz(1,1)
delete z zz y 

smpl 1960q1 2001q3
graph figure1.line(s) d4y