set obs 1000
generate tee = _n
tsset tee
generate eps = rnormal(0)
local ii = 3
generate x = eps
while `ii'<=1000{
quiet replace x = 1.2*l.x-0.2*l2.x+eps-0.5*l.eps in `ii'/`ii'
local ii = `ii'+1
}
tsline x
more
ac x
more