

calendar 1974 1 4   ; *REM:starting -year -period  periodicity
  allocate 0 2013:3    ; *REM: a zero and date for the final observation
  open data Swissdata.xls      ; *REM The data file
  data(format=xls,org=obs) / Lp Lpus LShUs B10y USB10y R3M USR3M sea1D sea2D sea3D sea4D

set Dp8002 = T==1980:2
set Dp8004 = T==1980:2
set Dp8104 = T==1980:2
set Dp8204 = T==1982:4
set Dp0804 = T==2008:4

set p1 / = Lp
set p2 / = Lpus
set s12 / = LshUs
set b1 / = B10y
set b2 / = USB10y
set s1 / = R3M
set s2 / = USR3m

source c:\cats2\cats.src;

smpl 1974:3 2013:3
@cats(lags=2,dum,sea=4,dettrend=cidrift)
# P1 P2 s12 b1 b2 s1 s2
# Dp8002 Dp8004 Dp8104 Dp8204 Dp0804 sea1D sea2D sea3D


























































