* * Example generating graphs like page 801 * all 500 * * Draw random numbers. These won't be the same as the ones used in the graphs in * the text. If you want to control the "random" numbers so you get the same * results each time, you can use the "SEED" instruction, which takes the form * SEED number, such as SEED 59304. If you don't the random numbers will be * different each time you run a program. * * %RAN1.0) gives random Normals with mean zero and standard deviation 1.0. * set u = %ran(1.0) * * Create the two series, one with no drift, one with drift * set(first=0.0) ynd = ynd{1}+u set(first=0.0) yd = yd{1}+2+u * * Graph the series. Figure 21.4 was clearly generated by a different process than * the one cited (it actually looks quite similar to 21.3), since * y(t)=2+y(t-1)+u(t) should be increasing by 2 on average, and should be * somewhere around 1000 by the end of the sample. * graph # ynd graph # yd