* read the data downloaded from DRI Basic Economics
insheet using http://fmwww.bc.edu/ec-p/software/stata/gdp87.raw,clear
rename qdata gdp87
* establish the timeseries calendar
gen date=yq(year,qtr)
format date %tq
tsset date,quarterly
summ
* run regression using lag operator
regress gdp87 L(1/4).gdp87
* restrict sample according to calendar
regress gdp87 L(1/4).gdp87 if tin(1959q1,)