clear set obs 200 generate tt = _n-1 tsset tt, quarterly generate qtr = quarter(dofq(tt)) generate yr = year(dofq(tt)) set seed 0 drawnorm xx, double local j=1 while `j'<=4 { generate d`j'=0 replace d`j'=1 if qtr==`j' local ++j } generate xxx = xx-1.5*d1-0.5*d2+0.5*d3+1.5*d4 generate tee = _n generate tau = yr-1959 twoway (connected xxx tee) more local j=1 while `j'<=4 { generate xxx`j'=xxx if qtr==`j' local ++j } twoway connected xxx1-xxx4 tau more corrgram xxx ac xxx, generate(acf) more pergram xxx, generate(perxxx) tssmooth ma spxxx=perxxx, weights(1/5 <6> 5/1) generate xaxis = 2*asin(1)*tee/100 twoway connected spxxx tee in 1/100 more