clear set obs 1200 generate tt = _n-1 tsset tt, quarterly generate qtr = quarter(dofq(tt)) generate yr = year(dofq(tt)) scalar phi = 0.9 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 = 0 replace xxx = phi*L4.xxx+xx in 5/1200 generate tee = _n-1000 generate tau = yr-1959-250 twoway (connected xxx tee) in 1001/1200 more local j=1 while `j'<=4 { generate xxx`j'=xxx if qtr==`j' local ++j } twoway (connected xxx1-xxx4 tau) in 1001/1200 more corrgram xxx ac xxx, generate(acf) more pergram xxx, generate(perxxx) tssmooth ma spxxx=perxxx, weights(1/5 <6> 5/1) generate xspex = _pi*2*(tee+1000)/1200 twoway connected spxxx xspex in 1/600