end 1
calender 1979 7 12
allocate 1983:06
open data br7983.dat
data(format=free,org=obs) / month govpop unemp exc psbr empx pfinfut $
 retailpr retailpj thatsat lablead pexnew gexnew rpdix
source bjident.src
source sbc.src

set govpopl = log(govpop)
set pexnewl = log(pexnew +23)
set empxl = log(empx)
set retpjl = log(retailpj)
set flandt = T==82:04
set flandp = T>=82:04

difference govpopl / govpopld
@bjident govpopld

boxjenk(diffs=1) govpopl / res
@ sbc
boxjenk(ma=||4,5||,diffs=1) govpopl / res
@ sbc

** TESTING THE DIFFERENT INTERVENTION MODELS
** Abrupt permanent beginning April 1982
boxjenk(ma=||4,5||,diffs=1,iterations=100,inputs=1,applydifferences) govpopl / govpoplr
# flandt 0 0 0
@ sbc
** Abrupt permanent beginning May 1982
boxjenk(ma=||4,5||,diffs=1,iterations=100,inputs=1,applydifferences) govpopl / govpoplr
# flandp 0 0 1
@ sbc
** Gradual Permanent beginning April 1982
boxjenk(ma=||4,5||,diffs=1,iterations=100,inputs=1,applydifferences) govpopl / govpoplr
# flandp 0 1 0
@ sbc
** Gradual Permanent Beginning May 1982
boxjenk(ma=||4,5||,diffs=1,iterations=100,inputs=1,applydifferences) govpopl / govpoplr
# flandp 0 1 1
@ sbc
** Gradual Temporary with impacts in May and June 1982
boxjenk(ma=||4,5||,diffs=1,iterations=100,inputs=1,applydifferences) govpopl / govpoplr
# flandt 1 1 1
@ sbc
** Abrupt Temporary beginning April 1982
boxjenk(ma=||4,5||,diffs=1,iterations=100,inputs=1,applydifferences) govpopl / govpoplr
# flandt 1 0 1
@ sbc


** NOW TRY ALL OF THESE FOR THATSAT
@bjident thatsat
difference thatsat / thatsatd
@bjident thatsatd
** Abrupt permanent beginning April 1982
boxjenk(diffs=1,iterations=100,inputs=1,applydifferences) thatsat / thatsatr
# flandp 0 0 0
@ sbc
** Abrupt permanent beginning May 1982
boxjenk(diffs=1,iterations=100,inputs=1,applydifferences) thatsat / thatsatr
# flandp 0 0 1
@ sbc
** Gradual Permanent beginning April 1982
boxjenk(diffs=1,iterations=100,inputs=1,applydifferences) thatsat / thatsatr
# flandt 0 1 0
@ sbc
** Gradual Permanent Beginning May 1982
boxjenk(diffs=1,iterations=100,inputs=1,applydifferences) thatsat / thatsatr
# flandt 0 1 1
@ sbc
** Gradual Temporary with impacts in May and June 1982
boxjenk(diffs=1,iterations=100,inputs=1,applydifferences) thatsat / thatsatr
# flandt 1 1 1
@ sbc
** Abrupt Temporary beginning April 1982
boxjenk(diffs=1,iterations=100,inputs=1,applydifferences) thatsat / thatsatr
# flandt 1 0 1
@ sbc
** ABrupt permanent effect in May 1982 works best.
** The substantive conclusion is that the war had only a temporary effect on
** governing party support but a permanent one on Thatcher's popularity.



** TRANSFER FUNCTION MODEL
** Noise model for empxl -- unemployment, so we expect negative correlations
@bjident empxl
difference empxl / empxld
@bjident empxld
boxjenk(ar=2) empxld / empxldres
@sbc
** Now apply the (2,1,0) filter to Govpopl
boxjenk(ar=2) govpopld / govpopldres
cross(qstats,dfc=4,corrs=ccf) empxldres govpopldres 1979:07 1983:06 -6 6

** Note that lag refers to the number of periods series 2 lags behind series 1 --
** Correlations at lag k are between series 1 at t and series 2 at t-k.

graph(style=bargraph,key=loright,nodates,number=-6, $
 max=1.0,min=-1.0) 1
# ccf

set empxl2 = empxl

boxjenk(ma=||4||,diffs=1,iterations=100, $
inputs=3,applydifferences) govpopl / govpoplr
# flandt 1 1 1
# empxl 0 0 3
# empxl2 0 0 0




# pexnewl 0 0 0