/* data set.gpg does dataset specific stuff for aerppr.gpg. is a separate file so that monte carlo programs can also access it to rerun regressions and recreate coefficients */ if dataset == 1; if freq == 4; y = 100*ln(chgfreq(GNP82,4,4,0)); c = 100*ln(chgfreq(gcns82,4,4,0)); horiz2 = 20; /* horizon for impulse-response graphs */ lags = 1; /* how many lagged dx's in mulivariate system */ lagu = 2; /* how many lagged dx's in univariate system */ endif; if freq == 1; y = 100*ln(GNP82); c = 100*ln(gcns82); horiz2 = 40; /* horizon for impulse-response graphs */ lags = 2; /* how many lagged dx's in mulivariate system */ lagu = 4; /* how many lagged dx's in univariate system */ endif; x = c~y; names = "Y-C"|"c"|"y" ; a = 1|-1; /* cointegrating vector */ endif; if dataset == 2; y = 100*ln(labinc) ; c = 100*ln(gcns82); x = c~y; names = "Y-C"|"c"|"y" ; a = 1|-1; lags = 2; lagu = 2; horiz2 = 40; endif; if dataset == 3; y = 100*ln(GNP82-GGE82); c = 100*ln(gcns82); x = c~y; names = "Y-C"|"c"|"y" ; a = 1|-1; lags = 2; lagu = 4; horiz2 = 40; endif; if (dataset == 4) or (dataset == 5); y = 100*vwP; c = 100*vwd; x = c~y; names = "P-D"|"d"|"p" ; a = 1|-1; if stpnt == 47; lags = 2; lagu = 2; endif; if stpnt == 27; lags = 2; lagu = 4; /* almost same with 2 */ endif; horiz2 = 20; endif; varnum = 2; /* whose univariate i-r to calculate (element of x) */ horiz = 50; /* how far to do impulse-responses */ prnt = 1; /* print tables of regression results? */