/*-----------------------------------------------------------*
 Gross Domestic Product, GDP in billions of current dollars *
  From Bureau of Economic Analysis web page
             http://www.bea.gov/national/
 Data are quarterly and expressed in billions of current
 dolllars (i.e. they are current dollar equivalents)
*----------------------------------------------------------- */
/*   Your report  should address at least these tasks:

 (1) Plot GDP, its logarithm, and the differences of both
of these (4 plots).  Make any comments you deem relevant.

 (2) Test all 4 of these to see if they are stationary.

 (3) Test all 4 of these to see if they are stationary
deviations around a time trend.

 (4) For the differences of the logarithms, give an
interpretation for the mean of the series.

 (5) For these differences of logarithms, fit an ARIMA
model and check to see if you have included too many or
too few AR and/or MA terms. It's real data - you may or
may not be able to get an impressive fit.

 (6) Predict the GDP 4 quarters ahead with confidence
intervals.  Note that you will have to somehow "undo"
the log transformation etc.
*-------------------------------------------------------*/
data GDP;      *** programming statements ****;
cards;
1947q1    237.2
1947q2    240.4
1947q3    244.5
1947q4    254.3
1948q1    260.3
1948q2    267.3
1948q3    273.8
1948q4    275.1
1949q1    269.9
1949q2    266.2
1949q3    267.6
1949q4    265.2
1950q1    275.2
1950q2    284.5
1950q3    301.9
1950q4    313.3
1951q1    329.0
1951q2    336.6
1951q3    343.5
1951q4    347.9
1952q1    351.2
1952q2    352.1
1952q3    358.5
1952q4    371.4
1953q1    378.4
1953q2    382.0
1953q3    381.1
1953q4    375.9
1954q1    375.2
1954q2    376.0
1954q3    380.8
1954q4    389.4
1955q1    402.6
1955q2    410.9
1955q3    419.4
1955q4    426.0
1956q1    428.3
1956q2    434.2
1956q3    439.2
1956q4    448.1
1957q1    457.2
1957q2    459.2
1957q3    466.4
1957q4    461.5
1958q1    453.9
1958q2    458.0
1958q3    471.7
1958q4    485.0
1959q1    495.5
1959q2    508.5
1959q3    509.3
1959q4    513.2
1960q1    527.0
1960q2    526.2
1960q3    529.0
1960q4    523.7
1961q1    528.0
1961q2    539.0
1961q3    549.5
1961q4    562.6
1962q1    576.1
1962q2    583.2
1962q3    590.0
1962q4    593.3
1963q1    602.5
1963q2    611.2
1963q3    623.9
1963q4    633.5
1964q1    649.6
1964q2    658.9
1964q3    670.5
1964q4    675.6
1965q1    695.7
1965q2    708.1
1965q3    725.2
1965q4    747.5
1966q1    770.8
1966q2    779.9
1966q3    793.1
1966q4    806.9
1967q1    817.8
1967q2    822.3
1967q3    837.0
1967q4    852.7
1968q1    879.8
1968q2    904.1
1968q3    919.3
1968q4    936.2
1969q1    960.9
1969q2    976.1
1969q3    996.3
1969q4    1,004.5
1970q1    1,017.1
1970q2    1,033.1
1970q3    1,050.5
1970q4    1,052.7
1971q1    1,098.1
1971q2    1,118.8
1971q3    1,139.1
1971q4    1,151.4
1972q1    1,190.1
1972q2    1,225.6
1972q3    1,249.3
1972q4    1,286.6
1973q1    1,335.1
1973q2    1,371.5
1973q3    1,390.7
1973q4    1,431.8
1974q1    1,446.5
1974q2    1,484.8
1974q3    1,513.7
1974q4    1,552.8
1975q1    1,569.4
1975q2    1,605.0
1975q3    1,662.4
1975q4    1,713.9
1976q1    1,771.9
1976q2    1,804.2
1976q3    1,837.7
1976q4    1,884.5
1977q1    1,938.5
1977q2    2,005.2
1977q3    2,066.0
1977q4    2,110.8
1978q1    2,149.1
1978q2    2,274.7
1978q3    2,335.2
1978q4    2,416.0
1979q1    2,463.3
1979q2    2,526.4
1979q3    2,599.7
1979q4    2,659.4
1980q1    2,724.1
1980q2    2,728.0
1980q3    2,785.2
1980q4    2,915.3
1981q1    3,051.4
1981q2    3,084.3
1981q3    3,177.0
1981q4    3,194.7
1982q1    3,184.9
1982q2    3,240.9
1982q3    3,274.4
1982q4    3,312.5
1983q1    3,381.0
1983q2    3,482.2
1983q3    3,587.1
1983q4    3,688.1
1984q1    3,807.4
1984q2    3,906.3
1984q3    3,976.0
1984q4    4,034.0
1985q1    4,117.2
1985q2    4,175.7
1985q3    4,258.3
1985q4    4,318.7
1986q1    4,382.4
1986q2    4,423.2
1986q3    4,491.3
1986q4    4,543.3
1987q1    4,611.1
1987q2    4,686.7
1987q3    4,764.5
1987q4    4,883.1
1988q1    4,948.6
1988q2    5,059.3
1988q3    5,142.8
1988q4    5,251.0
1989q1    5,360.3
1989q2    5,453.6
1989q3    5,532.9
1989q4    5,581.7
1990q1    5,708.1
1990q2    5,797.4
1990q3    5,850.6
1990q4    5,846.0
1991q1    5,880.2
1991q2    5,962.0
1991q3    6,033.7
1991q4    6,092.5
1992q1    6,190.7
1992q2    6,295.2
1992q3    6,389.7
1992q4    6,493.6
1993q1    6,544.5
1993q2    6,622.7
1993q3    6,688.3
1993q4    6,813.8
1994q1    6,916.3
1994q2    7,044.3
1994q3    7,131.8
1994q4    7,248.2
1995q1    7,307.7
1995q2    7,355.8
1995q3    7,452.5
1995q4    7,542.5
1996q1    7,638.2
1996q2    7,800.0
1996q3    7,892.7
1996q4    8,023.0
1997q1    8,137.0
1997q2    8,276.8
1997q3    8,409.9
1997q4    8,505.7
1998q1    8,600.6
1998q2    8,698.6
1998q3    8,847.2
1998q4    9,027.5
1999q1    9,148.6
1999q2    9,252.6
1999q3    9,405.1
1999q4    9,607.7
2000q1    9,709.5
2000q2    9,949.1
2000q3    10,017.5
2000q4    10,129.8
2001q1    10,165.1
2001q2    10,301.3
2001q3    10,305.2
2001q4    10,373.1
2002q1    10,498.7
2002q2    10,601.9
2002q3    10,701.7
2002q4    10,766.9
2003q1    10,888.4
2003q2    11,008.1
2003q3    11,255.7
2003q4    11,416.5
2004q1    11,597.2
2004q2    11,778.4
2004q3    11,950.5
2004q4    12,144.9
2005q1    12,379.5
2005q2    12,516.8
2005q3    12,741.6
2005q4    12,915.6
2006q1    13,183.5
2006q2    13,347.8
2006q3    13,452.9
2006q4    13,611.5
2007q1    13,789.5
2007q2    14,008.2
2007q3    14,158.2
2007q4    14,291.3
2008q1    14,328.4
2008q2    14,471.8
2008q3    14,484.9
2008q4    14,191.2
2009q1    14,049.7
2009q2    14,034.5
2009q3    14,114.7
2009q4    14,277.3
2010q1    14,446.4
2010q2    14,578.7
 ;
proc print; run;