data one;
infile 'c:\website\gohttp\class\4213\sas\table11.1.txt';
input area price;
Ln_area=log(area);
Ln_price=log(price);
a_lag=lag(ln_area);

proc print;

proc autoreg;
model ln_area=ln_price / dw=3 DWPROB;

*  Correcting for AR(1) using 2-step FGLS ;
proc autoreg;
model ln_area=ln_price /dw=3 dwprob nlag=1 ;


* example with a lagged dependent variable ;
proc autoreg;
model ln_area=ln_price a_lag/lagdep=a_lag;

run;