' 1.- Generate an AR(1) yt = rho* yt-1 + et ' 2.- Estimate by OLS: yt = a + b yt-1 + et ' 3.- Calculate the t-stat of b and save it in a vector "t" ' 4.- Repeat the process 1000 veces ' 5.- Show the results in the series "tstat" create u 1 1000 scalar rho = 0.1 vector(1000) t = 0 for !i = 1 to 1000 smpl @first @first series y = 0 smpl @first+1 @last series y = rho*y(-1)+ nrnd equation eq1.ls y c y(-1) t(!i)=eq1.@tstats(2) next smpl @first @last mtos(t,tstat)