set obs 238
generate tt = _n-91
tsset tt, quarterly
set seed 1
generate eps1 = rnormal(0,0.05)
generate eps2 = rnormal(0,0.1)
local ii = 3
generate cvar = 0
generate yvar = 0
generate svar = 0
while `ii'<=238{
quiet replace yvar = L.yvar+0.05+0.5*LD.yvar+eps2 in `ii'/`ii'
quiet replace cvar = L.cvar+0.02+0.5*D.yvar+0.2*L.svar+eps1 in `ii'/`ii'
quiet replace svar = yvar-cvar in `ii'/`ii'
local ++ii
}
line cvar tt in 51/238 || line yvar tt in 51/238
more
line d.cvar tt in 51/238 || line d.yvar tt in 51/238 || line svar tt in 51/238
more
line d4.cvar tt in 51/238 || line d4.yvar tt in 51/238
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varsoc cvar yvar in 51/218
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var cvar yvar in 51/218
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varstable
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fcast compute level, step(20)
fcast graph levelcvar
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fcast graph levelyvar
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line cvar tt in 51/238 || line levelcvar tt in 51/238
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vecrank cvar yvar in 51/218
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vecrank cvar yvar in 51/218, lags(1)
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vec cvar yvar in 51/218
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fcast compute ec, step(20)
fcast graph eccvar
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fcast graph ecyvar
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line cvar tt in 151/238 || line levelcvar tt in 151/238 || line eccvar tt in 151/238
more