# PS10-7, for Example 10.6 for the Dickey-Fuller test 
open data10-3
genr time
# generate change in exchange rate 
genr dxchrate = diff(exchrate)
# lag exchange rate 
genr exchrat1 = exchrate(-1)
# generate change in dxchrate 
genr dxchrat2 = dxchrate(-1)
list
# suppress two observations 
smpl 1973.03 ;
# estimate unrestricted model 
ols dxchrate const exchrat1 dxchrat2  ;