1          OPTIONS NONOTES NOSTIMER NOSOURCE NOSYNTAXCHECK;
 70         
 71         /* lynch.sas */
 72         
 73         title 'Hovland and Sears Lynching data';
 74         
 75         data lynch;
 76              infile '/home/brunner0/441s20/Lynch.data.txt' firstobs=6; /* Skipping the header */
 77              input year ayres cotton1 cotton2 Blynch Totlynch;
 78              label ayres = 'Ayres'' composite economic index'
 79                    cotton1 = 'Per-acre value of cotton'
 80                    cotton2 = 'Farm value of cotton'
 81                    blynch  = 'Negro lynchings'
 82                    totlynch = 'Total lynchings';
 83              olynch = totlynch-blynch;
 84              label olynch = 'Non-Black lynchings';
 85              /* Created differenced and lagged  variables after looking at
 86                 autocorrelation and cross-correlation functions, etc. */
 87              dc1 = cotton1 - lag(cotton1);
 88              dc2 = cotton2 - lag(cotton2);
 89              dbl = blynch - lag(blynch);
 90         
 
 NOTE: The infile '/home/brunner0/441s20/Lynch.data.txt' is:
       Filename=/home/brunner0/441s20/Lynch.data.txt,
       Owner Name=brunner0,Group Name=oda,
       Access Permission=-rw-r--r--,
       Last Modified=09Mar2020:12:40:13,
       File Size (bytes)=3083
 
 NOTE: 49 records were read from the infile '/home/brunner0/441s20/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 87:20   1 at 88:20   1 at 89:19   
 NOTE: The data set WORK.LYNCH has 49 observations and 10 variables.
 NOTE: DATA statement used (Total process time):
       real time           0.00 seconds
       user cpu time       0.00 seconds
       system cpu time     0.01 seconds
       memory              773.78k
       OS Memory           33708.00k
       Timestamp           03/11/2020 03:19:00 PM
       Step Count                        83  Switch Count  2
       Page Faults                       0
       Page Reclaims                     158
       Page Swaps                        0
       Voluntary Context Switches        16
       Involuntary Context Switches      0
       Block Input Operations            0
       Block Output Operations           264
       
 
 91         proc corr;
 92              var year cotton1 -- olynch;
 93         
 
 NOTE: PROCEDURE CORR used (Total process time):
       real time           0.09 seconds
       user cpu time       0.09 seconds
       system cpu time     0.00 seconds
       memory              3083.93k
       OS Memory           34476.00k
       Timestamp           03/11/2020 03:19:00 PM
       Step Count                        84  Switch Count  0
       Page Faults                       0
       Page Reclaims                     230
       Page Swaps                        0
       Voluntary Context Switches        0
       Involuntary Context Switches      0
       Block Input Operations            0
       Block Output Operations           16
       
 
 94         proc reg plot=none;
 95              title2 'Naive regression';
 96              model blynch = cotton1;
 97         
 
 NOTE: PROCEDURE REG used (Total process time):
       real time           0.04 seconds
       user cpu time       0.05 seconds
       system cpu time     0.00 seconds
       memory              2518.65k
       OS Memory           36036.00k
       Timestamp           03/11/2020 03:19:00 PM
       Step Count                        85  Switch Count  2
       Page Faults                       0
       Page Reclaims                     282
       Page Swaps                        0
       Voluntary Context Switches        18
       Involuntary Context Switches      0
       Block Input Operations            0
       Block Output Operations           56
       
 
 98         proc reg plot=none;
 99              title2 'Naive regression, but request Durbin-Watson statistic';
 100             model blynch = cotton1 cotton2 / dw;
 101             output out=lynch2 residual=e;
 102        
 
 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              2668.18k
       OS Memory           36552.00k
       Timestamp           03/11/2020 03:19:00 PM
       Step Count                        86  Switch Count  4
       Page Faults                       0
       Page Reclaims                     323
       Page Swaps                        0
       Voluntary Context Switches        33
       Involuntary Context Switches      1
       Block Input Operations            0
       Block Output Operations           336
       
 
 103        proc sgplot;
 104             title2 'Residuals Against Time';
 105             series X = year Y = e;
 106        
 
 107        proc autoreg;
 NOTE: PROCEDURE SGPLOT used (Total process time):
       real time           0.14 seconds
       user cpu time       0.06 seconds
       system cpu time     0.02 seconds
       memory              12993.81k
       OS Memory           44972.00k
       Timestamp           03/11/2020 03:19:00 PM
       Step Count                        87  Switch Count  2
       Page Faults                       0
       Page Reclaims                     3068
       Page Swaps                        0
       Voluntary Context Switches        212
       Involuntary Context Switches      0
       Block Input Operations            0
       Block Output Operations           688
       
 NOTE: There were 49 observations read from the data set WORK.LYNCH2.
 
 108             title2 'Durbin-Watson test with proc autoreg';
 109             model blynch = cotton1 cotton2 /  dwprob;
 110        
 
 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           0.39 seconds
       user cpu time       0.24 seconds
       system cpu time     0.02 seconds
       memory              14324.56k
       OS Memory           58644.00k
       Timestamp           03/11/2020 03:19:01 PM
       Step Count                        88  Switch Count  17
       Page Faults                       0
       Page Reclaims                     11034
       Page Swaps                        0
       Voluntary Context Switches        653
       Involuntary Context Switches      1
       Block Input Operations            0
       Block Output Operations           1224
       
 
 111        proc autoreg;
 112             title2 'First-order autoregressive model with proc autoreg';
 113             model blynch = cotton1 cotton2 / nlag=1 method=ml;
 114             both: test cotton1=cotton2=0;
 115        
 116        /* I don't think we need a higher order model, but let's try it and test. */
 117        
 
 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           0.52 seconds
       user cpu time       0.32 seconds
       system cpu time     0.03 seconds
       memory              13698.90k
       OS Memory           58900.00k
       Timestamp           03/11/2020 03:19:01 PM
       Step Count                        89  Switch Count  17
       Page Faults                       0
       Page Reclaims                     10515
       Page Swaps                        0
       Voluntary Context Switches        831
       Involuntary Context Switches      1
       Block Input Operations            0
       Block Output Operations           1456
       
 
 118        proc autoreg plot=none;
 119             title2 'Sixth-order autoregressive model with cotton1 and cotton2';
 120             model blynch = cotton1 cotton2 / nlag=6 method=ml;
 121             both: test cotton1=cotton2=0;
 122        
 
 NOTE: PROCEDURE AUTOREG used (Total process time):
       real time           0.28 seconds
       user cpu time       0.17 seconds
       system cpu time     0.02 seconds
       memory              2892.37k
       OS Memory           49428.00k
       Timestamp           03/11/2020 03:19:01 PM
       Step Count                        90  Switch Count  1
       Page Faults                       0
       Page Reclaims                     341
       Page Swaps                        0
       Voluntary Context Switches        226
       Involuntary Context Switches      0
       Block Input Operations            0
       Block Output Operations           600
       
 
 123         proc autoreg;
 124             title2 'First-order autoregressive model with just cotton1';
 125             model blynch = cotton1 / nlag=1 method=ml;
 126        
 127        
 128        OPTIONS NONOTES NOSTIMER NOSOURCE NOSYNTAXCHECK;
 139