1 2.74893 0.01213 0.03647 2 8.22844 1.68510 3.73744 3 6.70342 0.40422 2.30981 4 7.28148 0.60591 1.61516 5 7.64244 2.11059 6.94791 6 6.14290 0.15078 4.35728 7 7.44234 1.70251 1.73822 8 7.67685 0.84598 0.96763 9 5.60109 0.52180 0.83943 10 4.58378 0.10510 0.18699 11 5.98356 1.07000 1.07345 12 7.37600 0.85357 1.79087 13 6.49761 1.73861 4.27514 14 7.32603 0.80263 0.95498 15 6.19413 0.77845 1.69180 16 5.68116 0.00156 0.28334 17 8.44560 0.15554 6.33121 18 5.05822 0.02017 1.72572 19 4.97603 0.04535 0.12654 20 5.07027 0.28467 1.51710 21 5.26627 0.88197 1.43978 22 5.74619 0.12367 1.52777 23 9.20755 2.88063 3.08757 24 7.81682 1.65474 1.69118 25 6.07161 0.41420 0.72326 26 7.29081 1.82482 2.04392 27 5.49108 0.22758 0.26306 28 10.47608 3.48629 3.67067 29 5.77613 0.97715 3.85444 30 5.95776 0.36030 0.58729 31 11.27875 4.59334 4.98387 32 5.60760 0.00113 0.53504 33 4.34638 0.12949 0.24624 34 5.71887 0.53014 0.66436 35 5.83325 0.36426 0.82445 36 6.53316 0.01468 1.38503 37 7.46906 0.21685 0.54873 38 7.51322 2.13775 2.17558 39 11.70501 4.16273 4.44564 40 6.04572 0.26734 1.67343 41 10.23559 3.45565 3.47780 42 6.17433 0.10457 1.67226 43 6.40929 0.19427 0.25128 44 6.32713 0.49613 3.82877 45 4.58984 1.05840 1.19939 46 4.51902 0.04615 0.19709 47 4.85745 0.10054 0.11683 48 5.60903 0.06965 3.68544 49 5.52962 0.04801 0.06138 50 5.40368 0.87502 1.11276 Column 1 is the observation number. Column 2 is the dependent variable. Column 3 is the first regressor, x_2. Column 4 is the second regressor, x_3. These are artificial data generated from the classical normal linear model y_t = \beta_1 + \beta_2 X_{t2} + \beta_3 X_{t3} + u_t, where u_t is NID(0,\sigma^2). In the DGP, \beta_1 = 5.0, \beta_2 = 1.0, \beta_3=0.3, and \sigma^2=1.0 . These data are for use with the exercises in the book Russell Davidson and James G. MacKinnon, Econometric Theory and Methods, New York, Oxford University Press, 2004.