!N=1000
!phi=0.9
!arl=10

create u 1 !N
series wn=nrnd
series ar1=0
series ar1(+1)=!phi*ar1+wn(+1)
'las constantes para los intervalos de convianza
scalar sqvy=@sqrt(1/(1-!phi^2))
scalar cuantil=1.96
scalar muhat=@mean(ar1)
scalar C1=1/(1-!phi)
equation regre1.ls ar1 c
equation regre2.tsls(n)  ar1 c
equation regre3.ls  ar1 c ar1(-1)
equation regre4.ls  ar1 c ar1(-1 to -!arl)

'los intervalos de confianza, limites inferiores
scalar int1inf=regre1.c(1)-cuantil*regre1.@stderrs(1)
scalar int2inf=muhat-cuantil*C1/@sqrt(!N)
scalar int3inf=regre2.c(1)-cuantil*regre2.@stderrs(1)
scalar int4inf=muhat-cuantil*regre3.@se/((1-regre3.@coef(2))*@sqrt(!N))
scalar int5inf=muhat-cuantil*regre4.@se/((1-(@sum(regre4.@coefs)-regre4.@coef(1)))*@sqrt(!N))

'los intervalos de confianza, l?mites superiores
scalar int1sup=regre1.c(1)+cuantil*regre1.@stderrs(1)
scalar int2sup=muhat+cuantil*C1/@sqrt(!N)
scalar int3sup=regre2.c(1)+cuantil*regre2.@stderrs(1)
scalar int4sup=muhat+cuantil*regre3.@se/((1-regre3.@coef(2))*@sqrt(!N))
scalar int5sup=muhat+cuantil*regre4.@se/((1-(@sum(regre4.@coefs)-regre4.@coef(1)))*@sqrt(!N))

'y ahora, c?mo los reporto ???
matrix(5,2) inter
inter(1,1)=int1inf
inter(2,1)=int2inf
inter(3,1)=int3inf
inter(4,1)=int4inf
inter(5,1)=int5inf
inter(1,2)=int1sup
inter(2,2)=int2sup
inter(3,2)=int3sup
inter(4,2)=int4sup
inter(5,2)=int5sup
freeze(g1) inter.dot(rotate)
g1.axis linearzero
g1.addtext(.2, .2) "(No correlation)"
g1.addtext(.2, 1.5) "(Robust HAC)"
g1.addtext(1.9,.75) "(Known LRV)"
g1.addtext(1.9, 2.0) "(Estimated LRV via AR(1))"
g1.addtext(2.1, 2.7) "(Estimated LRV via AR(10))"
show inter
g1.draw(line, bottom, pattern(2), color(green)) 0
show g1