TITLE: this is an example of an N=1 time series analysis
with a univariate first-order autoregressive AR(1) model
for a continuous dependent variable with a covariate
DATA: FILE = ex6.24.dat;
VARIABLE: NAMES ARE y x;
LAGGED = y(1) x(1);
ANALYSIS: ESTIMATOR = BAYES;
PROCESSORS = 2;
BITERATIONS = (1000);
MODEL: y ON y&1 x x&1;
OUTPUT: TECH1 TECH8;
PLOT: TYPE = PLOT3;