edit
drop var1 var3 var2 var4 var5 var7 var6 var8 var9 var10 var11 var12
edit
generate trendsq = trend*trend
tsmktim yearm, start(1968m1)
tsline housingcon
generate lnhousecon=log( housingcon)
tsline lnhousecon
regress  lnhousecon var5 var6 var7 var8 var9 var10 var11 var12 var13 var14 var15 var16, nocons
predict residual1, r
predict housechat1, xb
tsline lnhousecon housechat12
tsline lnhousecon housechat1
tsline lnhousecon housechat1
tsline residual1
corrgram residual1
pac  residual1
ac residual1
arima  lnhousecon var5 var6 var7 var8 var9 var10 var11 var12 var13 var14 var15 var16, ar(1/2) nocons
estat ic
arima  lnhousecon var5 var6 var7 var8 var9 var10 var11 var12 var13 var14 var15 var16, ar(1/3) nocons
estat ic
arima  lnhousecon var5 var6 var7 var8 var9 var10 var11 var12 var13 var14 var15 var16, ar(1/2) nocons
predict residual2, r
tsline residual2
histogram residual2, bin(30)
histogram residual2, bin(30)
arima  lnhousecon var5 var6 var7 var8 var9 var10 var11 var12 var13 var14 var15 var16, ar(1/2) nocons
arima  lnhousecon var5 var6 var7 var8 var9 var10 var11 var12 var13 var14 var15 var16 if tin(1968m1, 2005m12), ar(1/2) nocons
predict housechat2 if tin(2006m1, 2008m4), xb
tsline  lnhousecon housechat2 if tin(2002m1, 2008m4)