create u 1 100000
scalar T =1000
smpl @first @first+T-1
scalar theta=0.7
series z = nrnd
series x = z + theta*z(-1)
equation hannan1.ls x x(-1 to -10)      ' 10 es el número de lags, cambiar el número de lags aquí !!!
series e = resid
equation hannan2.ls x e(-1)
equation evma.ls x ma(1)