Differences Found in Newbold

Example 2.9, page 34

Figure 2.10 on page 36 does not match the data used in Example 2.9.

Chapter 14, page 571

The OLS command is used to estimate the least squares regression of squared residuals, E2 on the predicted values, YHAT. The regression estimates in SHAZAM are different from those listed at the top of page 571 of the textbook. Perhaps the error in the textbook is a misprint.

  • OLS E2 YHAT
  • TEST YHAT=0
  • GEN1 STAT=$N*$R2
  • PRINT STAT

    Chapter 14, page 582

    The SHAZAM regression output for Example 14.3 does not match the output in the textbook. The textbook uses a long method in calculating the value of rho, R, used in the regression. SHAZAM automatically estimates the value of rho when the AUTO command is used to correct for autocorrelation.