1          OPTIONS NONOTES NOSTIMER NOSOURCE NOSYNTAXCHECK;
 72         
 73         /* lynch.sas */
 74         
 75         title 'Hovland and Sears Lynching data';
 76         
 77         data lynch;                                       /* Skipping the header */
 78              infile '/home/u1407221/441s24/data/Lynch.data.txt' firstobs=6;
 79              input year ayres cotton1 cotton2 Blynch Totlynch;
 80              label ayres = 'Ayres'' composite economic index'
 81                    cotton1 = 'Per-acre value of cotton'
 82                    cotton2 = 'Farm value of cotton'
 83                    blynch  = 'Black lynchings'
 84                    totlynch = 'Total lynchings';
 85              olynch = totlynch-blynch;
 86              label olynch = 'Non-Black lynchings';
 87              /* Created differenced variables */
 88              dc1 = cotton1 - lag(cotton1);
 89              dc2 = cotton2 - lag(cotton2);
 90              dbl = blynch - lag(blynch);
 91         
 
 NOTE: The infile '/home/u1407221/441s24/data/Lynch.data.txt' is:
       Filename=/home/u1407221/441s24/data/Lynch.data.txt,
       Owner Name=u1407221,Group Name=oda,
       Access Permission=-rw-r--r--,
       Last Modified=04Mar2024:14:43:24,
       File Size (bytes)=3083
 
 NOTE: 49 records were read from the infile '/home/u1407221/441s24/data/Lynch.data.txt'.
       The minimum record length was 54.
       The maximum record length was 55.
 NOTE: Missing values were generated as a result of performing an operation on missing values.
       Each place is given by: (Number of times) at (Line):(Column).
       1 at 88:20   1 at 89:20   1 at 90:19   
 NOTE: The data set WORK.LYNCH has 49 observations and 10 variables.
 NOTE: DATA statement used (Total process time):
       real time           0.03 seconds
       user cpu time       0.00 seconds
       system cpu time     0.00 seconds
       memory              775.93k
       OS Memory           33452.00k
       Timestamp           03/05/2024 06:45:13 PM
       Step Count                        118  Switch Count  2
       Page Faults                       0
       Page Reclaims                     160
       Page Swaps                        0
       Voluntary Context Switches        19
       Involuntary Context Switches      0
       Block Input Operations            0
       Block Output Operations           264
       
 
 92         proc corr data=lynch;
 93              var year cotton1 -- olynch;
 94         
 
 NOTE: PROCEDURE CORR used (Total process time):
       real time           0.07 seconds
       user cpu time       0.08 seconds
       system cpu time     0.00 seconds
       memory              3520.59k
       OS Memory           34220.00k
       Timestamp           03/05/2024 06:45:14 PM
       Step Count                        119  Switch Count  0
       Page Faults                       0
       Page Reclaims                     241
       Page Swaps                        0
       Voluntary Context Switches        0
       Involuntary Context Switches      1
       Block Input Operations            0
       Block Output Operations           24
       
 
 95         proc reg data=lynch plots=none;
 96              title2 'Naive regression';
 97              model blynch = cotton1;
 98         
 
 NOTE: PROCEDURE REG used (Total process time):
       real time           0.03 seconds
       user cpu time       0.04 seconds
       system cpu time     0.00 seconds
       memory              2696.40k
       OS Memory           35780.00k
       Timestamp           03/05/2024 06:45:14 PM
       Step Count                        120  Switch Count  2
       Page Faults                       0
       Page Reclaims                     274
       Page Swaps                        0
       Voluntary Context Switches        18
       Involuntary Context Switches      0
       Block Input Operations            0
       Block Output Operations           56
       
 
 99         proc reg data=lynch plots=none;
 100             title2 'Naive regression, but request Durbin-Watson statistic';
 101             model blynch = cotton1 cotton2 / dwprob;
 102             output out=lynch2 residual=e;
 103        
 
 NOTE: The data set WORK.LYNCH2 has 49 observations and 11 variables.
 NOTE: PROCEDURE REG used (Total process time):
       real time           0.05 seconds
       user cpu time       0.05 seconds
       system cpu time     0.00 seconds
       memory              2712.71k
       OS Memory           36296.00k
       Timestamp           03/05/2024 06:45:14 PM
       Step Count                        121  Switch Count  4
       Page Faults                       0
       Page Reclaims                     335
       Page Swaps                        0
       Voluntary Context Switches        35
       Involuntary Context Switches      0
       Block Input Operations            0
       Block Output Operations           344
       
 
 104        proc sgplot data=lynch2;
 105             title2 'Residuals Against Time';
 106             series X = year Y = e;
 107        
 
 108        proc autoreg data=lynch;
 NOTE: PROCEDURE SGPLOT used (Total process time):
       real time           0.19 seconds
       user cpu time       0.09 seconds
       system cpu time     0.01 seconds
       memory              20177.50k
       OS Memory           51628.00k
       Timestamp           03/05/2024 06:45:14 PM
       Step Count                        122  Switch Count  2
       Page Faults                       0
       Page Reclaims                     5100
       Page Swaps                        0
       Voluntary Context Switches        278
       Involuntary Context Switches      0
       Block Input Operations            0
       Block Output Operations           872
       
 NOTE: There were 49 observations read from the data set WORK.LYNCH2.
 
 109             title2 'Naive model with TS plots using proc autoreg';
 110             model blynch = cotton1 cotton2 /  dwprob;
 111        
 
 NOTE: The graph in the RTF(WEB) destination will be rendered as an image due to the use of a gradient contour.
 NOTE: The graph in the RTF(WEB) destination will be rendered as an image due to the use of a surface plot.
 NOTE: The graph in the RTF(WEB) destination will be rendered as an image due to the use of a bivariate histogram.
 NOTE: The graph in the PDF(WEB) destination will be rendered as an image due to the use of a gradient contour.
 NOTE: The graph in the PDF(WEB) destination will be rendered as an image due to the use of a surface plot.
 NOTE: The graph in the PDF(WEB) destination will be rendered as an image due to the use of a bivariate histogram.
 NOTE: PROCEDURE AUTOREG used (Total process time):
       real time           0.46 seconds
       user cpu time       0.27 seconds
       system cpu time     0.04 seconds
       memory              14781.56k
       OS Memory           65300.00k
       Timestamp           03/05/2024 06:45:14 PM
       Step Count                        123  Switch Count  17
       Page Faults                       0
       Page Reclaims                     13123
       Page Swaps                        0
       Voluntary Context Switches        714
       Involuntary Context Switches      0
       Block Input Operations            0
       Block Output Operations           1800
       
 
 112        proc autoreg data=lynch;
 113             title2 'First-order autoregressive model with proc autoreg';
 114             model blynch = cotton1 cotton2 / nlag=1 method=ml dwprob;
 115             both: test cotton1=cotton2=0;
 116        /* The signs of the estimated autoregressive parameters are reversed!
 117           Page 357 of the proc autoreg manual says "Note that in this
 118           parameterization, the signs of the autoregressive parameters are
 119           reversed from the parameterization documented in most of the literature."
 120        
 121           White noise probabilities are something like p-values.
 122        */
 123        
 124        /* I don't think we need a higher order model, but let's try it and test. */
 125        
 
 NOTE: The graph in the RTF(WEB) destination will be rendered as an image due to the use of a gradient contour.
 NOTE: The graph in the RTF(WEB) destination will be rendered as an image due to the use of a surface plot.
 NOTE: The graph in the RTF(WEB) destination will be rendered as an image due to the use of a bivariate histogram.
 NOTE: The graph in the PDF(WEB) destination will be rendered as an image due to the use of a gradient contour.
 NOTE: The graph in the PDF(WEB) destination will be rendered as an image due to the use of a surface plot.
 NOTE: The graph in the PDF(WEB) destination will be rendered as an image due to the use of a bivariate histogram.
 NOTE: PROCEDURE AUTOREG used (Total process time):
       real time           0.65 seconds
       user cpu time       0.38 seconds
       system cpu time     0.04 seconds
       memory              13586.43k
       OS Memory           65812.00k
       Timestamp           03/05/2024 06:45:15 PM
       Step Count                        124  Switch Count  17
       Page Faults                       0
       Page Reclaims                     12704
       Page Swaps                        0
       Voluntary Context Switches        972
       Involuntary Context Switches      1
       Block Input Operations            0
       Block Output Operations           2512
       
 
 126        proc autoreg data=lynch plots=none;
 127             title2 'Sixth-order autoregressive model with cotton1 and cotton2';
 128             model blynch = cotton1 cotton2 / nlag=6 method=ml;
 129             both: test cotton1=cotton2=0;
 130        
 
 NOTE: PROCEDURE AUTOREG used (Total process time):
       real time           0.31 seconds
       user cpu time       0.17 seconds
       system cpu time     0.02 seconds
       memory              4481.68k
       OS Memory           57016.00k
       Timestamp           03/05/2024 06:45:15 PM
       Step Count                        125  Switch Count  1
       Page Faults                       0
       Page Reclaims                     577
       Page Swaps                        0
       Voluntary Context Switches        328
       Involuntary Context Switches      0
       Block Input Operations            0
       Block Output Operations           1544
       
 
 131         proc autoreg data=lynch plots=none;
 132             title2 'First-order autoregressive model with just cotton1';
 133             model blynch = cotton1 / nlag=1 method=ml;
 134        
 135        run;
 
 NOTE: PROCEDURE AUTOREG used (Total process time):
       real time           0.21 seconds
       user cpu time       0.12 seconds
       system cpu time     0.01 seconds
       memory              4165.46k
       OS Memory           57016.00k
       Timestamp           03/05/2024 06:45:15 PM
       Step Count                        126  Switch Count  1
       Page Faults                       0
       Page Reclaims                     486
       Page Swaps                        0
       Voluntary Context Switches        297
       Involuntary Context Switches      0
       Block Input Operations            0
       Block Output Operations           856
       
 
 136        quit;
 137        
 138        
 139        OPTIONS NONOTES NOSTIMER NOSOURCE NOSYNTAXCHECK;
 151