infile ur using uryear.txt generate tt = _n+1949 tsset tt, yearly twoway (connected ur tt) more varsoc ur in 1/58 more dfuller ur in 1/58, lags(2) regress drift dfuller d.ur in 1/58, lags(1) regress more generate dur = d.ur varsoc dur in 1/58 local ii = 1 while `ii'<=2 { quiet arima dur in 1/58, ar(1/`ii') estat ic local ++ii } local jj = 1 while `jj'<=2 { quiet arima dur in 1/58, ma(1/`jj') estat ic local ++jj } local ii = 1 while `ii'<=2 { local jj = 1 while `jj'<=2 { quiet arima dur in 1/58, ar(1/`ii') ma(1/`jj') estat ic local ++jj } local ++ii } more arima dur in 1/58, ar(1/2) predict durf, dynamic(y(2008)) generate urf = ur in 1/58 local ii=59 while `ii'<=62 { replace urf = l.urf+durf in `ii'/`ii' local ++ii } more twoway (connect ur tt in 50/62)(connect urf tt in 50/62) more psdensity spdur ffdur, pspectrum twoway line spdur ffdur more