? Program for p'th order autocorrelation by Cochrane-Orcutt

?

? User must define NAMELIST ; X = ... for RHS $

? User must        CREATE   ; Y = the dependent variable $

? User must        CALC     ; P = the order of the model $

?

  SAMPLE ; ALL $

  CALC   ; NALL = N $

  REGRESS; Lhs=Y ; Rhs=One,X ; Res=E $

  CALC   ; P1 = P+1 $

  SAMPLE ; P1 - NALL $

?

? This line must be modified by the user to include the correct number

? of lags.

?

? REGRESS; Lhs=E ; Rhs=E[-1],E[-2],E[-3],...,ONE $

?

  MATRIX ; RHO_P = B(1:P) $

  REGRESS; Lhs=Y ; Rhs=X ; Dfr = RHO_P $