-- Example of macro command file for SCA
--
-- To excuate this command file within SCA: (a) Copy the data ``dgnp82.dat'' 
-- and command file ``sca-command.txt'' into your GSBMBA directory; 
-- (b) sca 800; 
-- (c) call proc demo. file 'sca-command.txt'.
-- 
==demo
profile review. owidth 80.
-- load data into sca
input gnp. file 'dgnp82.dat'
-- model specification
iden gnp. maxl 12.
eacf gnp.
iarima gnp.
-- specify an AR(3) model with a constant term
tsm m1. model (1,2,3)gnp=c+noise.
estim m1. hold resi(r1).
acf r1. maxl 12.
-- compute p-value of Q(12)
p=1-cdfc(8.6,9)
print p
-- compute forecasts
ufore m1. nofs 6.
ufore m1. nofs 6. orig 170.  
tsm m1. roots.
-- specify an MA(2) model with a constant term
tsm m2. model gnp=c2+(1,2)noise.
estim m2. hold resi(r2). method exact.
acf r2. maxl 12.
p=1-cdfc(9.8,10)
print p
ufore m2. nofs 6.
ufore m2. nofs 6. orig 170.
-- Compute psi-weight of model m1 for comparison 
weight model m1. psiw psi. cutoff .001
print psi
-- specify an ARMA(2,1) model with a constant term
tsm m3. model (1,2)gnp=c3+(1)noise.
estim m3. hold resi(r3).method exact.
acf r3. maxl 12.
tsm m3. model (2)gnp=c3+(1)noise.
estim m3. hold resi(r3). method exact.
acf r3. maxl 12.
return
end