....:....1....:....2....:....3....:....4....:....5....:....6....:....7....:....8

Source:

Gallant, A. Ronald (1987), Nonlinear Statistical Models, 
New York: John Wiley and Sons, pp. 416-425.

....:....1....:....2....:....3....:....4....:....5....:....6....:....7....:....8

Correspondences:

UNIT  4 = NB4139.DATASETS.CH6TBL1A.DAT (hansena.dat)
UNIT  5 = NB4139.DATASETS.CH6TBL1B.DAT (hansenb.dat)
UNIT 10 = NB4139.DATASETS.CH6TBL1X.DAT (hansenx.dat)


C
C     READ DATA
C
C     CALL HEADER('/INPUT DATA: /CONSUM,POP,STOCKS,DEFLAT/BILL1M,BILL3M,
C    &BILL6M//_')
      DO 10 IT=1,N+1
      IF(N.EQ.239) READ(4,4001) IT1,CONSUM,POP,STOCKS,DEFLAT
C     WRITE(3,4002) IT1,CONSUM,POP,STOCKS,DEFLAT
      IF(N.EQ.239) READ(5,5001) IT2,BILL1M,BILL3M,BILL6M
C     WRITE(3,5002) IT2,BILL1M,BILL3M,BILL6M
C
C
      IF(N.EQ.311) READ(10,6001) CONSUM,POP,STOCKS,DEFLAT,BILL1M
C     WRITE(3,6001) CONSUM,POP,STOCKS,DEFLAT,BILL1M
      RAWDAT(1,IT)=CONSUM
      RAWDAT(2,IT)=POP
      RAWDAT(3,IT)=STOCKS
      RAWDAT(4,IT)=DEFLAT
      RAWDAT(5,IT)=BILL1M
      RAWDAT(6,IT)=BILL3M
      RAWDAT(7,IT)=BILL6M
10    CONTINUE
C
      DO 20 IT=1,N
      DATA(M*(IT-1)+1)
     &  =(1.D0+RAWDAT(ASSET,IT+1))*RAWDAT(4,IT)/RAWDAT(4,IT+1)
      DATA(M*(IT-1)+2)=(RAWDAT(1,IT+1)/RAWDAT(2,IT+1))
     &              /(RAWDAT(1,IT)/RAWDAT(2,IT))
      DATA(M*(IT-1)+1)=DLOG(DATA(M*(IT-1)+1))
      DATA(M*(IT-1)+2)=DLOG(DATA(M*(IT-1)+2))
20    CONTINUE
C
C     CALL HEADER('/DATA, FIRST AND LAST 12 OBSERVATIONS//_')
C     CALL DGMPNT(DATA,M,12)
C     IF (N.GT.12) CALL DGMPNT(DATA(M*(N-12-1)+1),M,12)

4002  FORMAT(1X,I5,F10.3,F15.6,F15.11,F15.11)

5002  FORMAT(1X,I5,F10.6,F16.12,F16.12)