set obs 2000 generate tt = _n tsset tt scalar b1 = 0.95 scalar a1 = 0.0 scalar c = 0.6 drawnorm eps generate y = 0 forv ii = 2(1)2000{ quiet replace y = b1*l.y+eps+a1*l.eps+c*l.y*l.eps in `ii'/`ii' } line y tt in 1000/2000