clear
set obs 100
generate n=_n
tsset n
generate ue=invnorm(uniform())
generate u = ue
replace u = ue + 0.9*u[_n-1] if n > 1  // u is AR(1)
generate xe=invnorm(uniform())
generate x = xe
replace x = xe + 0.9*x[_n-1] if n > 1  // x is AR(1)
generate y = 0.0 * x + u
// generate y = ue
// replace y = 0.9 * y[_n-1] + 0.3 * x + ue if n > 1

regress y l.y
dwstat
regress y l.y x
dwstat
prais y x, corc rhotype(regress)
dwstat
regress y x
dwstat
predict r, residuals

// twoway (line u n) (line x n,clcolor(blue)) (line ue n,clcolor(yellow)) (line xe n, clcolor(lime))
// twoway (line r n)
// twoway (line u n, clcolor(blue)) (line x n, clcolor(red))

// twoway (line u n, clcolor(blue)) (line x n, clcolor(red)) (line r n, clcolor(green))