Assignment 3 for MA Applied Econometrics Course

Anindya Chakraborty
Instructor: Prof. Mandira Sharma
CITD, SIS, JNU

We generate a white noise process et~N(0,1) in Stata by the command

rnormal(0,1). We have set number of observation to be 1000. The corresponding
series that is generated is given at the end as an excel sheet along with all the
series generated.

The series that we have generated are MA(2), AR(1), AR(2), and ARMA(1,1). We
know MA process is always stationary. For the AR processes to be stationary, we
have considered the coefficients to be less than unity. The coefficient of MA process
is also taken to be less than unity. For the ARMA process to be stationary and
invertible, we have considered both the coefficients to be less than unity. The series
generated in Stata is given in the datasheet at the end. The commands used in
generating the series are given in the list of commands used. The constant term
used in MA(2) process is taken as 0.5 and 0.25, same for AR(2) also. In AR(1) the
lone constant used is 0.5. in ARMA(1,1) the constants are both 0.5 and 0.5.

We have also generated the correlogram diagrams for each series, that shows the
autocorrelation of a particular variable and its lagged values. For the MA(2) process
we have derived the autocorrelation function (ACF) for the correlogram diagram and
for the AR(1), AR(2) and ARMA(1,1) processes we have derived the partial
autocorrelation (PACF). The graphs have been attached below.

An interesting thing to analyze is the behavior of the correlogram diagrams.

Theoretically we can argue that correlations for any order higher than the order of
the process under consideration should be zero. That is, for an MA(2) process, ρ k = 0
for all k>2. Similar argument for other series as well. When we take a look at the
diagrams, we find that they follow this theoretical logic pretty closely. For example,
for MA(2) process, the first two correlations are very significant, while the rest
starting from lag 3, are insignifant. In fact they are within the shaded region
implying that they are insignificant at 95% confidence interval. Same happens for
all the correlogram diagrams. Theoretically speaking, correlations of order higher
than the order of the process should be 0, but our diagrams still give some value.
However this value is negligible as it is insignificant at 95% confidence interval.

So the behaviours displayed by the correlogram diagram are consistent with the
underlying theoretical process. The correlogram diagrams are derived for 15 lags.

First we show the correlogram diagrams and white noise term et as follows:
White noise~N(0,1)

ACF for MA(2)

 PACF for AR(1)

PACF for AR(2)

 PACF for ARMA(1,1)

These are the correlogram diagrams for the given processes. The AR processes
are stationary and ARMA process is stationary and invertible. The correlogram
diagrams show that the correlations of order till the order of the process are
significant, ie, they are above the shaded region. However the later correlations are
within the shaded region and almost near 0, implying they are negligible. The
shaded region shows the probability of rejecting the null hypothesis that the
correlations are significantly different from 0, the test being conducted at 95% level
of significance.

Hence the series generated by us, and the correlograms derived out of the series
show behaviours that are consistent with the theoretical idea.

Next, we show the data series generated in Stata for MA(2), AR(1), AR(2) and
ARMA(1,1) and also the white noise series et.

MA(2) AR(1) AR(2) ARMA(1,1)

et Xt Xt Xt Xt

1 -0.0803 -0.0803 -0.0803 -0.0803 -0.0803

2 0.350016 0.309867 -1.31282 0.181655 1.229677

3 2.285713 2.440647 0.428696 0.209074 0.462833

4 -2.40222 -1.17186 0.985537 -0.19324 0.095077

5 -0.48077 -1.11045 0.36344 1.287936 0.174107

6 2.135958 1.295019 -0.13913 0.065503 0.65149

7 -1.86229 -0.91451 -1.59416 0.338245 -0.18923

8 0.230146 -0.16701 -0.22551 1.648454 0.532606

9 1.302997 0.952496 0.627003 0.421556 0.24201

10 0.118042 0.827076 1.247807 2.008002 0.452832

11 -2.4276 -2.04283 1.03037 0.076713 0.556088

12 0.825535 -0.35875 -0.63769 1.865172 -0.02876

13 0.32626 0.132128 -1.39261 0.960663 -1.18919

14 -1.11152 -0.74201 -1.53595 1.009749 -2.5722

15 0.333647 -0.14055 -0.36005 1.181176 -1.983

16 -0.85365 -0.9647 -0.34985 -0.08828 -1.78257

17 -1.29417 -1.63759 -0.54665 0.368096 1.066655

18 1.13741 0.276912 1.195345 -0.45724 -0.34004

19 1.011965 1.257127 0.693308 -0.26583 -3.26907

20 -0.032 0.758337 0.193396 -0.60763 -3.7922

21 0.750984 0.987976 1.568369 0.160282 -2.16981

22 0.408043 0.775536 0.885426 0.346355 -0.16852

23 -1.36969 -0.97792 -0.83021 0.901017 0.826926

24 0.19801 -0.38482 0.570901 0.337158 -0.34676

25 -1.47694 -1.72036 -2.02981 0.378304 0.062224

26 1.609069 0.920101 -0.50374 -0.49036 0.332909

27 0.783442 1.218741 -0.39994 -1.39905 -1.22426

28 -1.01991 -0.22592 -0.34589 -1.53602 0.167161

29 1.31357 0.999475 0.003582 -0.11574 1.15906

30 -1.33279 -0.93098 -1.70537 -2.61792 2.862979

31 0.366076 0.028073 -1.16494 -1.28136 3.333176

32 0.4824 0.332241 -1.94102 -0.92553 2.237047

33 -0.44416 -0.11144 -2.6925 -0.74127 0.624171

34 0.43142 0.329941 -0.54857 -0.16062 1.42533

35 -1.42256 -1.31789 0.131933 -0.27991 1.270389

36 -1.22606 -1.82948 -0.59352 -1.51348 -1.60177

37 1.187905 0.219236 -1.18306 -0.56902 -1.95521

38 -0.41069 -0.12325 -0.34463 -1.76917 -1.97596

39 1.024621 1.116253 -0.44032 -1.3184 -1.20073

40 1.092571 1.502209 1.288635 -1.88085 -0.80536

41 -0.00547 0.796974 1.8867 -2.43682 0.556117

42 -0.71169 -0.44128 1.359674 -2.97456 1.426045

43 1.087606 0.730394 1.857662 -1.24959 -0.77545

44 0.320512 0.686392 0.638353 -1.59964 -2.68589

45 -0.60576 -0.1736 1.024482 -4.02993 -2.29766

46 0.527847 0.305096 -0.00904 -2.8316 -0.43628

47 1.41804 1.530524 -0.26724 -1.82937 0.973633

48 0.496014 1.336996 -1.4343 -0.98741 1.256377

49 0.313002 0.915519 -1.5345 -1.37387 0.413019

50 2.001072 2.281576 -1.43393 -1.95585 -0.64795

51 -0.83128 0.247505 -1.48705 -2.37763 -1.0391

52 1.329131 1.413758 0.797106 -0.29798 -0.12191

53 0.228685 0.68543 0.811802 -1.77971 -0.53953

54 -0.69782 -0.2512 0.692119 -0.71136 -1.41552

55 -0.51352 -0.80526 -0.10687 -2.68384 -2.35219

56 -0.42725 -0.85847 0.292334 -1.2096 -2.89381

57 0.186202 -0.15581 0.517237 -1.24708 -2.98126

58 0.069663 0.055951 0.581478 -0.83557 -1.88084

59 -1.31755 -1.23616 -0.4814 0.255354 -2.10429

60 -0.0829 -0.72426 -1.66409 0.485265 -4.11676

61 -0.43355 -0.80438 -0.83375 0.982804 -2.16037

62 0.835334 0.597835 1.336941 0.343201 -1.07072

63 0.796458 1.105739 0.352917 -1.39466 -1.62633

64 0.56764 1.174702 -1.7113 -0.85273 -0.51232

65 -0.91296 -0.43002 -1.9584 -1.08579 -0.24062

66 -1.48707 -1.80164 -2.28995 0.042931 0.309733

67 1.455898 0.484125 -2.8252 -0.74959 0.461332

68 -0.57369 -0.2175 -0.04069 0.219654 0.122101

69 0.260289 0.33742 -0.0358 0.09343 1.174998

70 0.494263 0.480986 -0.3432 -0.25472 0.033286

71 0.2455 0.557704 -0.83237 -1.02576 0.306565

72 -0.16213 0.084183 -1.14846 -0.86435 1.207347

73 -1.75185 -1.77154 0.387843 -1.01818 0.760313

74 -1.87884 -2.7953 0.900563 0.276676 -0.28038

75 0.113842 -1.26354 -0.79016 0.33679 -0.4548

76 1.017972 0.605182 0.417125 -1.13739 -0.04692

77 1.22903 1.766476 1.557699 1.852588 -0.80796

78 0.726856 1.595864 0.504241 0.478217 -0.15633

79 0.216227 0.886913 1.187352 2.431959 0.311802

80 -1.2843 -0.99447 -0.27057 1.853763 1.77678

81 -1.50631 -2.09441 -0.68602 0.387359 2.922755

82 -0.06622 -1.14045 -1.30309 1.122171 3.12763

83 0.010492 -0.39919 -1.43441 -0.03162 0.838945

84 0.255512 0.244204 -1.06249 0.635473 -0.58088

85 1.628836 1.759215 -2.12197 0.37648 0.064128

86 0.454066 1.332362 1.585403 1.141402 0.903525

87 -0.69066 -0.05642 1.053158 0.996752 -1.46855

88 0.145068 -0.08675 0.917899 1.495966 -2.10355

89 -0.35854 -0.45867 1.960771 0.124969 -1.57816

90 0.205221 0.062218 0.649095 2.410934 -1.31557

91 -1.44051 -1.42754 0.119207 1.966861 -1.54617

92 0.862565 0.193613 0.929843 2.275293 1.242669

93 1.470832 1.541986 1.379574 1.318826 0.992605

94 1.021632 1.972689 2.6709 2.60597 0.70198

95 1.024113 1.902637 1.148337 1.158202 0.984035

96 -0.36337 0.404095 1.167976 -0.09964 -0.07633

97 0.668136 0.742479 1.36686 0.077515 -0.47006

98 0.177832 0.421058 2.458475 -0.6758 -0.54721

99 1.452324 1.708274 0.743039 -0.44629 -0.58423

100 -0.10247 0.668148 2.366765 -1.33579 -0.34827

101 0.494086 0.805931 0.600103 -0.9358 -0.21921

102 0.992068 1.213493 -1.16698 -0.92689 -0.84147

103 0.770712 1.390267 -1.07695 -1.15552 -1.00204

104 0.930355 1.563728 -2.4409 -1.24668 0.017589

105 0.725356 1.383212 -1.51462 -0.04529 0.732596

106 0.117804 0.713071 -2.85167 -1.10291 1.273469

107 0.886055 1.126295 -2.01161 -0.77849 1.388967

108 -0.41963 0.052849 -1.14626 -2.32653 0.706903

109 2.307322 2.319021 -1.88683 -1.72203 0.395757

110 -1.22046 -0.1717 -1.94628 -2.19788 -0.84278

111 0.183596 0.150197 -1.47287 -1.88387 -1.88473

112 0.508208 0.294892 -0.05397 -2.4154 -0.27714

113 0.323597 0.623601 -0.4332 -0.8865 0.5701

114 0.504147 0.792997 -0.05549 0.273026 2.762776

115 -0.41574 -0.08276 -0.98212 0.252309 1.8832

116 -0.6372 -0.71903 0.294393 -0.77841 -0.09325

117 -0.42376 -0.84629 -1.58442 0.211593 -1.15079

118 -0.40902 -0.7802 -2.29114 1.25438 -0.04805

119 0.263248 -0.0472 -0.90127 0.515429 1.567665

120 1.293425 1.322793 0.647751 0.446216 0.555064

121 0.617352 1.329877 0.434965 -0.17958 1.365847

122 -1.04534 -0.41331 1.261927 -0.74814 2.860463

123 0.575366 0.207034 -0.11319 1.211016 0.799539

124 0.543764 0.570112 0.12317 1.353035 0.129382

125 0.502321 0.918044 0.91921 3.737254 -0.63362

126 0.220736 0.607837 -1.21594 2.573811 -0.41495

127 -1.97806 -1.74212 -0.67755 3.150666 0.173557

128 -3.05843 -3.99228 -0.32306 2.850126 -0.20857

129 0.393015 -1.63072 0.900909 2.141597 0.060835

130 -0.63331 -1.20141 0.3799 1.175016 -0.16881

131 -0.91147 -1.12987 1.539603 0.493804 -1.11798

132 1.316937 0.702876 -0.83461 -1.59417 -0.65626

133 1.611848 2.04245 -0.19962 -2.44538 -2.1257

134 -0.19355 0.941605 -0.23457 -1.78809 -1.56368

135 -1.36163 -1.05544 -0.14954 -1.72846 2.174195

136 -0.79405 -1.52325 0.590596 -1.75326 3.659139

137 -0.4063 -1.14373 1.345572 -0.69936 2.792568

138 0.421979 0.020317 1.451283 -0.81236 1.712629

139 -2.24425 -2.13484 1.051635 0.1586 1.396732

140 -0.83252 -1.84916 2.192682 -0.66728 0.532733

141 -0.53327 -1.5106 1.465588 0.26616 0.662376

142 -0.74423 -1.219 0.638975 0.093328 1.035655

143 0.292785 -0.21265 1.702381 0.676139 1.178306

144 -1.0304 -1.07007 0.510053 -2.63877 -0.14942

145 0.056761 -0.38524 0.031991 0.203802 -3.56448

146 -0.01589 -0.24511 -0.6292 -0.55009 -2.74585

147 -1.41216 -1.40591 -0.02698 0.559239 -0.64645

148 -0.74662 -1.45667 0.165301 1.815712 0.472013

149 1.236131 0.509781 1.013347 1.190495 -0.4908

150 2.199898 2.631308 -0.67638 2.106778 -2.05785

151 0.962471 2.371452 0.404675 1.180402 -1.98155

152 0.29521 1.32642 1.151227 2.644589 -1.45504

153 -0.0167 0.371522 0.30397 0.916982 -0.78008

154 -0.51389 -0.44844 -0.40089 0.374501 -1.41591

155 -0.68729 -0.94842 0.01815 0.499465 -1.98515

156 -0.47485 -0.94697 -0.48479 0.081877 -1.70795

157 -0.8232 -1.23245 1.609309 0.940176 -1.79298

158 -1.53999 -2.0703 2.49356 -1.2523 -0.22352

159 1.041101 0.065308 0.387373 -0.02865 1.205501

160 0.422997 0.55855 -0.49611 1.518246 1.180434

161 1.248813 1.720587 -1.1201 1.83317 0.030928

162 1.029638 1.759793 0.337986 1.232117 -0.00666

163 -1.538 -0.71097 -0.11596 1.263951 -1.76723

164 1.059882 0.548293 -0.71173 3.288942 -2.03222

165 0.609952 0.755394 -1.57858 1.913454 -2.71285

166 0.963543 1.53349 -1.36431 1.387853 -2.42581

167 -1.01608 -0.38182 -1.24256 0.769666 -0.37092

168 1.290304 1.023151 -0.35681 0.845653 -0.75176

169 -0.38248 0.008657 0.017933 0.981526 0.389803

170 -0.39781 -0.26647 0.355011 1.293254 0.997546

171 -0.642 -0.93652 -1.87143 0.647156 0.562077

172 1.872322 1.451869 -0.17995 0.194301 -1.39468

173 1.050203 1.825863 0.631776 0.087376 -1.04721

174 -1.17992 -0.18674 0.306815 -1.54884 0.840334

175 0.689468 0.36206 1.002403 0.327807 -0.66944

176 -0.00225 0.047506 0.646295 0.046092 -0.93793

177 0.095911 0.267154 1.663573 0.494609 0.84375

178 0.143484 0.190878 -0.86523 0.41012 1.625486

179 0.667372 0.763092 0.992034 -0.44142 1.705081

180 -1.16947 -0.79991 0.259555 0.574106 0.578944

181 -0.24902 -0.66691 -0.94478 0.481665 0.590143

182 1.308143 0.891269 -1.66335 1.320614 -1.39427

183 -0.12844 0.463375 -0.23993 -0.46448 -2.82802

184 1.11365 1.376464 -0.08973 -0.21776 -1.99868

185 0.716603 1.241317 -1.1364 0.792587 0.678878

186 0.069897 0.706611 -0.11305 0.775552 -0.07719

187 -1.35916 -1.14506 1.030928 0.276329 -1.458

188 -0.97877 -1.64088 -0.24912 0.601416 -1.52391

189 -0.30387 -1.13305 0.764378 1.768881 -1.55898

190 1.317731 0.921103 1.45634 2.405002 -0.96682

191 0.914128 1.497027 2.620189 2.849589 1.647751

192 2.109182 2.895679 2.725291 1.706628 1.148811

193 0.720158 2.003281 1.091499 1.663092 1.156998

194 -1.37718 -0.48981 0.482495 1.9674 1.933245

195 0.141578 -0.36697 -0.60041 1.255143 0.944308

196 -1.02518 -1.29869 -0.26823 1.573515 -0.49534

197 0.009224 -0.46797 -1.38945 1.592862 -1.73217

198 -0.07991 -0.33159 -1.00096 0.957772 -1.25907

199 -0.51403 -0.55167 -2.18285 -0.57506 -0.83759

200 -1.02451 -1.3015 -0.8478 -0.51032 1.063979

201 -0.85183 -1.49259 -0.2703 -1.24593 0.498575

202 0.56539 -0.11665 -0.464 -1.69581 0.882179

203 1.586996 1.656734 -1.00493 -2.46324 2.334339

204 0.088109 1.022954 -1.48307 -0.43634 2.54447

205 1.75204 2.192843 0.477044 -0.94064 1.232161

206 -0.54723 0.350815 -2.02729 -2.02197 -0.24292

207 -0.59374 -0.42934 -0.76053 -0.81819 -0.50226

208 -0.36398 -0.79766 -0.88648 -0.14638 -0.90481

209 0.342212 0.011786 -0.49247 -1.32206 -0.74611

210 -0.3178 -0.23769 0.198654 -0.61375 -1.46347

211 -2.84406 -2.91741 -0.25636 -0.87677 -2.29622

212 1.323047 -0.17843 0.181807 -0.55755 -1.84836

213 -0.33983 -0.38932 0.720569 -1.43222 -1.27765

214 -0.43193 -0.27108 0.832865 -0.15642 -2.1532

215 -0.46937 -0.7703 0.029958 -0.69585 -3.03501

216 1.391687 1.049017 -0.2982 -1.59237 -2.61281

217 0.791216 1.369716 -0.50858 -1.24533 -0.91976

218 0.202537 0.946067 -1.88555 -1.75658 -0.30578

219 0.258436 0.557509 -2.36211 -2.12256 -1.62398

220 1.743093 1.922945 0.184735 -0.8122 -2.79921

221 1.656256 2.592412 -1.2463 0.003555 -3.61748

222 1.461562 2.725463 -0.5131 0.140132 -2.12518

223 -1.78174 -0.6369 -0.08173 -0.76117 -1.01716

224 1.125152 0.599672 0.580621 0.063369 -0.84905

225 -0.09082 0.026321 1.591481 -0.84457 -0.53032

226 -0.322 -0.08613 -0.00662 -1.46819 0.894895

227 0.307158 0.123451 0.686891 -2.48876 2.02244

228 1.187877 1.260955 0.681489 -2.29227 1.583076

229 1.408486 2.079213 0.513745 -1.88668 2.406518

230 0.162931 1.164143 -1.03615 -3.33791 1.732766

231 1.385441 1.819028 -0.19796 -4.34556 -2.50312

232 -1.84757 -1.11412 0.352754 -3.93206 -1.98724

233 -0.80122 -1.37865 -0.17019 -3.28349 0.076869

234 0.366779 -0.49573 -1.6152 -2.30202 1.015749

235 -0.49833 -0.51525 -1.87787 -2.65208 0.368889

236 0.00352 -0.15395 -0.59764 -3.01335 0.362523

237 -0.77366 -0.89648 0.366104 -1.99628 0.506957

238 -0.82843 -1.21438 0.975814 -2.21869 1.076207

239 -0.1899 -0.79753 -0.01783 -1.48669 0.166881

240 0.6688 0.366742 0.669227 0.121807 0.375969

241 0.625373 0.912297 0.389296 -0.95825 0.495669

242 0.142131 0.622018 1.409542 -1.52247 -0.11212

243 0.349587 0.576996 1.425759 -1.43262 1.351612

244 -1.32989 -1.11957 0.155832 -1.97963 -0.00108

245 0.379986 -0.19756 0.727478 -1.10331 -1.51051

246 1.199523 1.057043 2.329759 -1.5459 -0.20644

247 -0.00095 0.693807 0.919092 -0.79488 0.075692

248 1.515673 1.815078 0.146 0.813369 -0.49972

249 0.379414 1.137013 1.606334 -1.19361 -0.85224

250 -2.43894 -1.87032 1.390604 0.029549 -0.35536

251 -1.71157 -2.83619 1.864626 -1.1808 0.258183

252 2.031043 0.565523 -0.49572 -1.30981 -0.79114

253 -0.86183 -0.2742 -0.9429 -1.37038 0.277884

254 -2.14477 -2.06792 -0.9753 -0.50944 1.301369

255 1.886657 0.598815 -0.06981 -0.69605 2.274898

256 -2.1519 -1.74477 0.255209 -0.25318 1.217095

257 -0.97328 -1.57757 0.254166 2.433223 0.916862

258 0.331125 -0.69349 -0.09681 1.157625 -0.86096

259 -0.79346 -0.87121 -0.67457 -0.54644 -2.54742

260 -0.12835 -0.4423 -0.1769 1.029635 -1.9409

261 1.260636 0.998094 -0.2524 -0.33022 -1.28429

262 -0.81978 -0.22156 -0.88872 0.280424 -1.47261

263 0.794213 0.699479 0.843694 -0.74986 1.036677

264 -0.07917 0.112991 0.176916 -0.07711 2.449756

265 -0.32476 -0.16579 -0.05421 1.599919 4.18714

266 -0.00364 -0.18581 -1.47548 0.570147 2.135974

267 -0.13452 -0.21753 -1.49657 1.605857 0.286037

268 1.059027 0.990856 -2.25816 0.688854 2.743278

269 0.177383 0.673266 -0.54994 0.64978 2.374964

270 -0.13779 0.215655 -0.21277 0.772415 2.112782

271 0.266635 0.242084 0.398347 1.393069 2.802054

272 -0.4861 -0.38723 0.090487 -0.16475 2.39451

273 0.232247 0.055855 0.160703 -0.80028 2.049743

274 -0.27294 -0.27835 0.80698 -0.17098 0.847254

275 0.502543 0.424133 1.800064 1.519777 1.439592

276 -0.37601 -0.19298 1.821712 2.465944 2.736982

277 -0.88116 -0.94353 0.403552 1.074215 2.722831

278 0.101399 -0.43318 1.53113 1.747882 1.116004

279 -0.48108 -0.65067 1.113949 1.4067 -0.34546

280 -0.48909 -0.70428 0.697274 0.359132 0.684388

281 -0.03034 -0.39516 -0.82174 2.302032 2.646955

282 -0.89735 -1.0348 0.054314 0.621531 2.461316

283 -1.4892 -1.94546 -0.33895 1.645357 2.465947

284 0.488683 -0.48026 -0.51579 0.029714 0.643368

285 -0.10168 -0.22964 0.034885 0.470108 -1.00757

286 1.843754 1.915084 -0.03245 -1.37411 -1.11076

287 1.040009 1.936466 1.082092 -1.54456 -2.59561

288 -2.04403 -1.06309 0.200553 -1.28165 -1.48614

289 -0.85933 -1.62134 -1.07705 -0.89981 -0.42264

290 0.527569 -0.4131 -1.2947 -0.39883 -0.38973

291 -0.81875 -0.7698 -2.22509 -1.4514 -0.09977

292 -1.5044 -1.78189 -2.85167 -0.79782 0.555382

293 -0.24728 -1.20417 -2.02976 -1.53739 2.968025

294 2.45104 1.9513 -0.35474 -2.49498 3.873775

295 -0.08006 1.083644 -0.10094 -2.98802 1.714338

296 0.002052 0.574783 -0.03429 -1.85635 -0.61937

297 0.221654 0.202666 -0.84729 -2.27514 -0.62357

298 0.117544 0.228884 0.690576 0.797924 -0.21163

299 0.617288 0.731474 -0.96487 0.074963 -1.88818

300 0.077615 0.415645 -1.23871 -0.56552 -0.23017

301 0.208434 0.401563 -2.22419 -0.9243 -0.77157

302 0.783012 0.906633 -2.64896 -2.85808 -0.43541

303 -0.85831 -0.4147 -1.79618 -2.27022 -0.0674

304 -0.33107 -0.56448 -1.34391 -3.31937 0.074683

305 1.903776 1.523662 0.924436 -2.6548 1.262085

306 -0.42164 0.44748 -0.39927 -1.76924 2.143745

307 -0.50429 -0.23916 -0.66287 -1.27507 3.856808

308 -1.01146 -1.36901 -2.15807 0.403893 2.377626

309 -1.07725 -1.70905 -0.04642 -0.15581 1.179404

310 -0.0853 -0.87679 0.585225 1.512173 0.727234

311 0.555091 0.243131 2.463978 0.216414 0.859845

312 0.204811 0.461032 0.423027 2.063554 0.241731

313 0.093542 0.33472 -0.15833 0.515115 -1.73131

314 2.337823 2.435797 0.645138 0.786139 -0.77357

315 1.625888 2.818185 2.206791 0.314769 0.473274

316 0.639399 2.036799 2.167912 -0.37387 1.007879

317 1.194993 1.921165 -0.27165 -1.30801 1.597315

318 -1.00916 -0.25182 1.370089 0.337031 0.915068

319 2.000704 1.794872 0.836074 -0.15364 0.325435

320 0.91314 1.661201 -0.63897 0.702022 0.579694

321 1.035728 1.992474 -1.20688 0.67581 1.374989

322 -1.30178 -0.55563 -0.75371 0.019134 1.070249

323 -1.14029 -1.53224 0.209667 -1.37951 0.045265

324 -1.47913 -2.37472 0.393999 0.835928 -1.52151

325 0.561527 -0.46311 1.07486 -1.22414 -1.49629

326 0.074889 -0.01413 2.168614 0.33944 0.662882

327 -0.9598 -0.78197 0.046587 -0.6784 1.615737

328 0.941771 0.480594 -1.5847 -0.59537 3.780209

329 -0.3865 -0.15557 -1.56153 1.64461 4.093456

330 -2.10282 -2.06063 -0.79813 -0.02566 3.466445

331 1.295462 0.147426 -0.06767 -0.07519 3.247603

332 1.233115 1.355141 1.192752 -0.3959 1.678115

333 0.384851 1.325273 0.488219 0.501126 -0.7032

334 -1.34873 -0.84802 -0.24706 0.713162 -1.71405

335 0.280787 -0.29736 0.617893 2.506328 -0.17489

336 -0.34289 -0.53968 1.391985 2.934225 0.174005

337 -1.63514 -1.73638 1.673447 2.928321 -1.05535

338 1.986111 1.08282 1.799652 0.831947 -1.87717

339 2.057468 2.641739 2.064314 0.963407 -0.70062

340 0.80849 2.333751 -0.36842 1.096418 0.973202

341 -0.45126 0.467347 -0.12405 -0.09715 -0.59089

342 -0.31909 -0.3426 1.237524 1.202577 -0.32328

343 -0.74973 -1.02209 2.61102 1.365337 -0.11771

344 -0.12901 -0.58365 1.306748 1.524987 -1.50113

345 -1.73364 -1.98557 -0.5117 1.413721 -1.58874

346 0.139248 -0.75982 -0.27468 1.655277 -1.37363

347 -0.40161 -0.7654 -1.37903 0.682035 -1.54481

348 -0.89836 -1.06435 -2.53675 1.987787 -1.00461

349 -1.4037 -1.95329 -0.15576 0.828354 -0.87471

350 0.513563 -0.41288 -0.81869 1.775727 -1.57926

351 -0.45287 -0.54702 0.949523 0.150655 -0.8504

352 1.395915 1.29787 1.272747 0.546436 1.218777

353 -0.14727 0.437472 1.647486 -0.47609 0.126406

354 -0.62135 -0.346 -0.37206 -0.00419 -0.46558

355 0.104691 -0.2428 -0.04752 -0.47421 1.512994

356 1.978271 1.875279 -0.19426 -0.30149 2.198092

357 -1.31008 -0.29477 -0.71765 -0.43391 1.86641

358 -0.67514 -0.83562 0.15299 0.292296 0.71058

359 -0.27768 -0.94277 0.787473 0.053041 0.680273

360 1.795696 1.488069 2.801721 0.443331 1.422782

361 1.436774 2.265202 3.249415 -1.75958 0.418049

362 -0.88568 0.281627 1.445018 -0.92656 -0.52104

363 1.090703 1.007054 2.266301 -2.74733 -0.71366

364 0.081163 0.405093 2.064412 -1.77562 -1.53028

365 1.226541 1.539798 -0.05697 0.48579 -1.53606

366 -0.34057 0.292993 0.908254 -0.23075 -1.53427

367 0.347107 0.483458 0.831502 -0.34729 -2.60962

368 -1.59907 -1.51066 -0.53859 -0.99901 -0.25715

369 1.175829 0.463072 0.086523 -0.24587 0.215508

370 -0.26208 -0.07393 0.377625 1.041213 1.919524

371 1.210177 1.373096 1.181914 0.8742 2.153493

372 -0.26304 0.27653 0.880379 0.102054 -0.2478

373 -1.04209 -0.87107 1.408359 0.804835 -1.00526

374 -0.35284 -0.93965 1.904369 -0.33204 0.497022

375 -0.21057 -0.64751 0.504319 0.963212 -1.72954

376 -1.15441 -1.34791 -0.43205 0.442642 -2.22251

377 -0.00868 -0.63853 1.861117 0.335876 -0.24216

378 0.102176 -0.19077 2.076043 1.299498 -0.06229

379 1.772047 1.820965 0.384084 0.139427 -0.23661

380 0.026349 0.937917 0.144028 -0.62434 0.94483

381 -0.17143 0.284761 0.58212 -0.71225 -0.69316

382 0.481913 0.402788 0.243733 -1.75959 -2.48613

383 1.112492 1.310592 0.354871 0.685877 -2.63779

384 -0.1137 0.563025 0.612974 -1.15379 -1.82149

385 0.59761 0.818883 0.705846 1.367791 -1.26206

386 0.171736 0.442116 1.386522 -0.52976 0.785867

387 -1.3588 -1.12353 0.962785 1.420674 -0.51323

388 3.095353 2.458888 -0.67935 0.191096 -0.57486

389 0.413069 1.621047 0.560768 1.235993 -2.05467

390 0.467081 1.447454 0.337196 1.036604 -0.17467

391 1.713051 2.049859 -0.39344 -0.3074 3.253163

392 -0.21321 0.760087 0.886923 1.637992 2.439409

393 -0.69336 -0.3717 -0.11345 0.714877 0.302341

394 1.196671 0.796689 2.420815 1.186279 0.876859

395 -1.95284 -1.52785 3.033228 0.280239 2.498819

396 -0.77748 -1.45474 1.972631 1.679114 0.962287

397 -0.89004 -1.76699 1.944784 0.475339 0.640955

398 -0.07091 -0.71029 2.469233 -0.88266 -0.34232

399 1.1118 0.853838 0.838646 -1.67869 0.881242

400 0.627975 1.166148 1.628042 -0.34588 0.850974

401 0.436167 1.028104 0.768458 -1.62441 -0.49221

402 -1.24908 -0.874 0.994226 1.242401 -1.36961

403 0.28972 -0.22578 0.578387 2.032759 -1.02059

404 -0.7495 -0.91691 1.53673 0.256447 -0.43845

405 -1.25686 -1.55918 2.059976 -0.36214 0.730826

406 -0.51946 -1.33527 0.812711 1.820003 1.661869

407 1.826356 1.25241 1.037957 1.030852 0.271587

408 -0.72443 0.058883 0.280322 2.504151 -0.5241

409 -0.17601 -0.08164 -0.56079 1.673376 -0.96004

410 -0.06738 -0.33649 -0.09622 1.927095 -2.9717

411 -1.18128 -1.25897 -0.58342 0.820655 -2.84501

412 -0.35837 -0.96586 -1.06879 0.002162 0.426488

413 0.962265 0.487758 -0.09259 -1.40356 2.07828

414 0.271412 0.662951 0.529548 -1.7534 1.706026

415 0.528746 0.905018 -0.75611 -0.73066 1.89688

416 -1.80213 -1.4699 -0.42373 0.321503 2.481625

417 -0.59313 -1.36201 -1.20003 0.46646 0.667127

418 0.509619 -0.23748 -0.68363 -0.72488 0.201553

419 0.396059 0.502587 -1.42048 1.110703 -2.13465

420 -2.14113 -1.81569 0.63156 1.416501 -2.28428

421 -0.91883 -1.89038 0.003335 0.952147 -0.1671

422 -0.8189 -1.8136 -0.26323 1.779999 -0.011

423 0.747969 0.108812 2.325999 1.600795 -1.57242

424 -0.45073 -0.28147 0.452417 1.118152 -1.56728

425 0.980109 0.941736 0.459761 -1.10024 0.594316

426 0.829276 1.206647 1.748727 -0.21338 2.333786

427 -0.96657 -0.30691 0.620797 0.486843 2.38916

428 -0.00549 -0.28146 0.869867 0.464223 2.087493

429 -0.98669 -1.23108 -1.18545 1.120421 0.846609

430 -0.35487 -0.84959 0.725312 -0.64207 -0.69769

431 -0.47918 -0.90329 -0.4342 1.044234 -1.10911

432 -1.44383 -1.77214 0.710688 -0.12542 -1.10239

433 0.031873 -0.80984 1.251256 -0.39469 -0.8427

434 -1.14433 -1.48935 0.910022 1.791861 -1.17061

435 -1.87636 -2.44055 0.613014 0.552964 -0.32709

436 0.144856 -1.07941 1.785017 -0.11059 0.291973

437 -1.12768 -1.52434 1.915632 1.474713 0.901087

438 0.291477 -0.23615 0.801913 3.299431 1.872725

439 1.520803 1.384621 -0.15727 1.115113 -0.95445

440 1.414846 2.248117 0.1737 4.122489 -2.55363

441 0.864187 1.951811 -0.64546 2.213084 -1.72735

442 -0.33396 0.451843 -1.1849 2.013478 -2.31387

443 -0.27657 -0.2275 -0.52986 3.175011 -1.15024

444 0.624589 0.402815 -1.84986 2.38051 1.121858

445 0.353912 0.597064 -0.26122 1.380252 0.979267

446 0.812791 1.145894 -0.83249 -0.51723 -0.77369

447 0.786103 1.280976 -1.08832 0.53189 -2.28427

448 -0.01079 0.585462 -4.07909 -0.35844 -3.00467

449 -0.5259 -0.33477 -2.92091 -2.69104 -0.63718

450 0.080516 -0.18513 -1.87183 -0.69932 1.659765

451 -0.57906 -0.67028 -1.64812 -1.81667 2.961153

452 0.43498 0.165578 -0.66105 -1.39185 2.027885

453 -2.83064 -2.75791 0.676201 -1.08112 1.67351

454 2.451819 1.145246 -0.32557 -1.77766 2.024805

455 0.027559 0.54581 -0.15198 -0.96508 1.991904

456 -0.25476 0.37197 0.367732 -0.97867 2.470094

457 -0.28305 -0.40354 1.369054 -1.32706 1.933795

458 0.367335 0.16212 -0.00033 0.969466 0.431154

459 -0.48809 -0.37519 -0.20708 -0.37123 0.879135

460 -0.70227 -0.85448 0.890733 0.348063 0.433485

461 -1.34855 -1.82171 -0.55782 0.718772 -0.91402

462 -0.15248 -1.00232 -2.02889 -0.05748 -1.73959

463 0.337098 -0.07628 -0.78492 0.071537 1.267923

464 -0.04029 0.09014 -1.16119 -1.95552 1.73526

465 0.007586 0.071716 -1.24921 -2.39923 1.067274

466 1.068897 1.062618 -1.13865 -2.85911 -0.18859

467 -0.23648 0.299863 -1.86796 -0.6047 -1.07694

468 -0.49535 -0.34637 -1.24115 -2.08623 -1.93611

469 -1.19797 -1.50476 -2.19688 -0.81742 0.278016

470 1.034044 0.311223 -1.82383 -0.81177 2.331359

471 -0.90413 -0.6866 -0.80127 0.056654 1.862634

472 -0.07514 -0.26869 -0.54595 -0.15135 -0.96538

473 1.680215 1.416614 -0.25745 -1.34177 -1.42923

474 -0.6354 0.185919 -0.21846 -1.23453 -0.11127

475 0.875662 0.978014 0.383529 -0.16133 1.133281

476 -0.85875 -0.57977 -0.91559 -1.60775 1.729977

477 -1.8538 -2.06426 -0.76933 -1.02581 1.826404

478 0.161698 -0.97989 -1.14584 -1.59316 1.723997

479 -0.37416 -0.75676 -0.59868 -0.19854 1.422034

480 0.413364 0.266707 -0.25749 -1.07495 0.359097

481 -0.28284 -0.1697 1.67476 -0.92096 -1.02238

482 -0.05957 -0.09764 0.741462 -0.39098 -2.4911

483 -2.52582 -2.62631 1.463537 0.287984 -1.32618

484 -1.60217 -2.87997 -0.34558 0.692288 0.181524

485 1.50391 0.07137 1.361699 0.20011 1.768411

486 -0.90199 -0.55058 0.727787 -0.45581 2.416869

487 0.710089 0.63507 -0.88993 -0.12372 2.418836

488 -0.46444 -0.3349 -0.651 -1.19281 0.166122

489 1.095391 1.040691 1.459819 -0.55727 0.769825

490 -0.39777 0.033814 0.193268 0.273671 1.743903

491 0.901375 0.976338 0.379888 0.372149 0.159265

492 1.242458 1.593703 0.328531 -0.75592 -0.51728

493 -0.83798 0.008588 -0.15087 -0.3203 -1.91523

494 -1.65478 -1.76315 0.099866 0.499297 -4.36914

495 0.087398 -0.94949 0.955127 0.42157 -2.23492

496 0.493287 0.123292 0.706738 0.456761 -0.95226

497 -0.83181 -0.56332 0.131951 0.705369 -2.42606

498 -0.35917 -0.65175 -1.68995 1.072913 -0.94141

499 -0.89553 -1.28307 -0.7983 1.645847 -2.24422

500 1.215692 0.678135 0.097533 2.252319 -2.08429

501 -0.47314 -0.08918 0.999769 0.423413 -0.36106

502 1.617081 1.684433 1.332281 3.23598 1.253916

503 -0.12981 0.560445 0.075633 2.548037 0.813672

504 -0.90838 -0.56902 1.117994 0.126707 1.550782

505 1.988672 1.502029 0.196152 -0.58121 1.503458

506 -1.77729 -1.01005 -1.209 0.53557 0.714521

507 -0.12663 -0.51811 -2.66108 -0.21952 -1.10584

508 2.095976 1.588339 -1.90993 0.87895 -2.73806

509 -1.76583 -0.7495 -1.43018 -0.42351 -2.14872

510 0.697654 0.338734 -0.77161 0.769537 -1.54726

511 0.415284 0.322654 0.167313 -0.44277 0.850871

512 -0.23136 0.150698 1.277914 -0.12892 2.721149

513 -1.56235 -1.57421 1.686416 0.176193 1.554958

514 0.317247 -0.52177 -0.16907 -1.04072 0.096286

515 -1.89731 -2.12927 -0.64045 -1.66469 0.12299

516 -0.7652 -1.63454 1.204059 -1.14556 -0.1771

517 2.288897 1.431969 1.150556 -1.02584 -0.05632

518 0.781633 1.734781 1.597737 -1.80182 0.174966

519 -2.00014 -1.03709 -0.47765 -1.43036 0.817155

520 0.5568 -0.24786 -0.13327 0.660718 1.422791

521 -0.19089 -0.41252 -1.29574 1.333121 0.46366

522 -0.83199 -0.78824 -1.58325 2.074442 -0.09812

523 -0.20218 -0.6659 -0.7237 0.789155 0.36767

524 -1.42329 -1.73238 -1.63346 0.652536 -1.69014

525 -0.92268 -1.68487 -1.7841 -0.99854 -0.69022

526 -2.29724 -3.1144 -1.79562 0.654614 1.233185

527 0.029085 -1.35021 -0.04371 -1.54838 0.120497

528 1.526274 0.966506 -0.20886 0.431652 -0.93279

529 -2.10083 -1.33042 -0.29488 -2.72963 -0.95471

530 0.649982 -0.01886 0.55831 -1.25275 -2.09496

531 -0.93296 -1.13318 1.305004 -2.18057 -1.33116

532 -0.41298 -0.71696 -0.64203 -1.08499 -1.14656

533 -0.00561 -0.44534 0.744838 -2.13195 0.729839

534 0.097995 -0.00805 1.556127 -3.01646 -0.37019

535 -0.23813 -0.19054 -0.73407 -3.17466 0.618511

536 0.337325 0.242759 -0.61302 -2.11595 0.666277

537 -0.47024 -0.36111 -1.5779 -3.0872 -0.46543

538 1.744603 1.593814 -0.1118 0.799683 0.568318

539 0.647421 1.402162 1.092621 2.118119 1.82028

540 0.224417 0.984278 1.758023 3.003407 -0.43842

541 0.81037 1.084434 0.373216 1.772102 -2.6485

542 -1.68742 -1.22613 2.533704 1.367527 0.570859

543 0.117049 -0.52407 3.978256 -0.52709 0.206206

544 -0.23116 -0.59449 2.360667 -1.48311 -1.72874

545 0.823829 0.73751 1.560971 -1.33579 -2.28254

546 -0.47192 -0.1178 -0.32747 -1.33194 -1.94165

547 -0.79073 -0.82073 -0.20497 -1.60541 -0.73772

548 0.256954 -0.25639 -1.04583 -3.25651 -0.06731

549 1.474032 1.404827 -2.56279 -3.74604 -0.40974

550 -0.69728 0.103976 -0.5172 -2.82219 0.137511

551 0.035501 0.05537 -1.13777 -2.88853 0.583039

552 -0.12738 -0.28394 -0.32817 -1.67838 -0.4778

553 0.068976 0.014164 -0.40771 -2.24052 -1.28489

554 -0.32999 -0.32734 -1.25875 -0.23991 -0.90458

555 0.416529 0.26878 -0.64387 0.790863 1.864939

556 -0.46761 -0.34184 1.024838 -1.30897 3.368226

557 -0.98787 -1.11755 0.478441 -0.41815 1.039474

558 -1.61669 -2.22753 1.102049 1.105562 0.502691

559 -0.74656 -1.80188 -0.16559 0.559418 1.584677

560 -0.25648 -1.03394 -0.02985 -0.29468 0.368551

561 -0.48028 -0.79516 3.079936 -0.29308 -1.01215

562 0.458135 0.153873 0.095866 0.209535 0.212062

563 0.797684 0.906681 -0.03898 -1.46281 1.717891

564 -0.24058 0.272796 0.358766 -1.35432 0.723233

565 0.813557 0.892689 0.759929 -2.00186 0.575215

566 0.334328 0.680962 -0.97709 -1.07216 1.679522

567 0.808589 1.179142 -0.29992 -2.48549 0.526469

568 0.758316 1.246193 0.709541 -1.62955 1.27754

569 1.681802 2.263108 -1.53945 -2.08246 0.111435

570 -1.36446 -0.33398 -0.69086 -3.06949 -2.56527

571 -0.51154 -0.77332 -0.58408 -1.49584 -2.96643

572 0.409424 -0.18746 -2.33169 -1.08972 -1.18312

573 0.405573 0.482401 -2.71294 -1.26462 0.153981

574 -0.72072 -0.41558 -2.11432 -1.72133 1.029936

575 -1.18059 -1.43955 -1.04747 -1.78637 1.968837

576 1.650723 0.880249 -2.30391 -0.91621 1.931738

577 -1.49753 -0.96731 -1.18799 -1.63787 2.125914

578 -1.44589 -1.78197 -2.069 -0.57301 2.559878

579 -0.29712 -1.39445 0.140452 -0.64267 1.668907

580 0.344394 -0.16564 -0.399 1.098328 -0.73755

581 1.014981 1.112898 -0.19886 0.184348 -3.73455

582 -0.43453 0.159058 1.068461 1.04675 -2.38256

583 -0.29768 -0.2612 2.013544 1.252112 -1.66069

584 -0.91774 -1.17521 0.196308 -0.09742 -2.3959

585 0.480298 -0.05299 -0.14436 -0.22344 -1.86524

586 -0.65889 -0.64818 -0.0033 1.191859 -1.16641

587 -1.50353 -1.71291 -0.21616 0.597838 -0.59118

588 1.257758 0.341268 1.456933 -0.97484 1.824213

589 -2.04139 -1.7884 1.148947 0.135588 0.772978

590 -0.79091 -1.49716 -0.27694 -0.54882 -0.18098

591 0.063721 -0.84208 -2.57904 -1.59569 0.21137

592 2.679533 2.513666 -2.09827 -0.29152 -0.88339

593 2.519757 3.875453 -0.58466 0.157518 -1.20808

594 0.315602 2.245363 0.726886 -0.13186 0.791676

595 0.192814 0.980554 1.245317 -0.19912 0.672928

596 -0.54323 -0.36792 2.622411 1.441108 1.145788

597 0.453076 0.229665 -0.70004 1.439798 0.077293

598 0.840022 0.930753 -0.6601 0.944861 -0.01468

599 0.488294 1.021574 1.757696 0.027482 1.576113

600 1.951669 2.405822 1.699143 0.48488 0.190077

601 -0.09599 1.001918 0.75759 -0.62292 0.128559

602 0.874549 1.314471 0.063548 0.6442 0.487177

603 -0.68286 -0.26959 0.644922 0.199383 3.81545

604 -0.87461 -0.99741 -1.06845 0.456763 2.095015

605 1.272017 0.663996 -0.01546 0.336907 -0.6344

606 0.820755 1.238111 -0.21462 1.662553 -1.07287

607 -1.18395 -0.45556 -0.35581 1.692213 -0.08846

608 -1.08412 -1.47091 0.462074 1.349903 0.962711

609 -1.07161 -1.90965 0.075736 0.830384 1.402942

610 -0.04966 -0.8565 1.02254 1.046597 2.064831

611 -0.04874 -0.34148 0.744807 0.827373 0.638125

612 -0.35894 -0.39573 0.334861 0.505755 0.235575

613 -1.08333 -1.27499 0.317318 0.397462 0.685708

614 0.2623 -0.3691 1.362972 1.344459 -0.02701

615 0.810539 0.670856 0.393606 0.539696 0.401826

616 -0.4992 -0.02836 -0.11928 0.030852 0.618892

617 0.961532 0.914565 -1.83609 0.538117 -1.15989

618 -1.02191 -0.66594 -1.01176 0.575983 -1.24702

619 -1.1633 -1.43387 1.799901 1.748243 0.009058

620 1.546307 0.709182 1.764781 1.613851 -0.33135

621 -0.98466 -0.50233 2.632132 2.731905 -1.04027

622 -1.69087 -1.79663 0.533756 2.112086 0.159159

623 1.006885 -0.08472 1.317375 3.206736 1.096772

624 -0.39837 -0.31765 1.793528 3.791646 1.518072

625 -0.40133 -0.3488 2.473681 3.688259 0.393767

626 -0.52407 -0.82433 1.208932 1.105461 0.15332

627 -0.04744 -0.40981 0.892696 -1.77546 -0.50996

628 0.347006 0.192268 0.067674 -1.64521 -0.55695

629 -0.10011 0.061534 0.671562 -0.77769 -0.51652

630 1.929811 1.966509 -0.16712 -0.39989 0.856689

631 -0.53837 0.401504 0.293518 1.226691 1.365247

632 1.23976 1.453026 0.450122 1.743311 1.52622

633 0.049045 0.534332 -1.3551 0.869764 1.540168

634 -0.65183 -0.31737 -0.56663 0.744636 1.628638

635 0.357032 0.043379 0.010435 -0.00537 1.660636

636 -1.86044 -1.84488 -1.04111 -0.03006 1.532249

637 0.183755 -0.65721 -0.30908 -0.9428 0.783012

638 -0.78353 -1.15676 2.151665 -0.69155 1.560461

639 -1.04738 -1.3932 1.481251 -1.48488 0.36003

640 0.98392 0.26435 -0.17797 0.366631 -0.0969

641 -0.46184 -0.23172 2.438805 -0.25556 -0.12914

642 -1.80109 -1.78603 0.20082 0.232521 0.833068

643 0.880929 -0.13508 0.954932 0.531827 0.992599

644 0.54953 0.53972 -0.18882 1.498208 0.440598

645 1.188691 1.683688 -0.24392 0.154015 -1.52005

646 -1.45335 -0.72162 1.5709 1.259051 -1.37282

647 -0.72033 -1.14983 1.18489 1.197905 1.023616

648 -0.21336 -0.93686 0.464588 0.708941 2.847375

649 -1.5199 -1.80667 0.416509 0.966317 4.316664

650 0.019653 -0.79364 -0.41018 0.419326 2.390497

651 -1.35031 -1.72046 -0.5445 0.364823 -0.28512

652 1.010264 0.340021 0.676101 -0.71493 0.306251

653 0.75166 0.919214 0.393524 0.127286 1.186238

654 -0.5473 0.081093 0.774282 -0.0133 0.16421

655 0.754018 0.668282 2.169576 0.428835 -0.30111

656 -0.6937 -0.45352 0.667877 -1.16681 -0.95625

657 -0.79542 -0.95376 0.296688 -0.02988 -1.3182

658 0.79305 0.221917 1.442224 0.328008 -0.73727

659 -0.09361 0.104064 1.931547 -0.79045 -0.74475

660 0.073481 0.22494 0.303755 -1.49786 -0.24175

661 -0.52407 -0.51073 0.22366 -1.96871 -0.18047

662 0.641134 0.397472 -0.7207 -1.28127 -0.35581

663 -1.32301 -1.13346 0.513242 -2.32647 1.009656

664 -1.56741 -2.06863 0.65819 -4.60927 2.176547

665 -0.15924 -1.2737 -0.37969 -3.46972 2.57465

666 0.79504 0.323566 -1.3574 -3.55303 1.661601

667 0.109 0.46671 -0.65482 -1.36781 0.723941

668 0.932284 1.185544 1.602784 -3.06687 -0.38006

669 0.783547 1.276939 1.610282 -2.45104 -0.55301

670 -0.7469 -0.12205 0.130083 -1.60634 -1.12705

671 -0.22634 -0.4039 0.478664 -0.28087 -1.54922

672 0.242349 -0.05755 -0.61025 2.001072 0.099277

673 -1.07233 -1.00774 0.602732 0.294159 1.336195

674 -0.53873 -1.01431 0.045038 0.289174 0.732749

675 -0.16902 -0.70647 -0.74795 0.446335 0.340003

676 -2.32289 -2.54208 -1.31554 0.348972 -0.51667

677 0.311833 -0.89187 -1.27902 -0.16081 -1.69716

678 -0.16458 -0.58939 -1.31564 1.995594 -0.6209

679 -0.31526 -0.31959 0.228197 1.426394 1.031739

680 -0.35011 -0.54888 1.12819 1.201499 2.122813

681 -1.37073 -1.6246 0.714492 0.548585 2.436739

682 1.718171 0.945278 0.800554 -1.12027 0.250346

683 -1.90964 -1.39324 1.170953 -0.69602 -1.08618

684 0.281418 -0.24386 -0.6469 -0.95534 -0.51256

685 -0.95701 -1.29371 0.000996 2.157119 1.592704

686 -1.58789 -1.99604 1.201171 1.317469 2.19257

687 -0.21212 -1.24532 -0.11545 0.891289 1.226938

688 0.075476 -0.42756 0.526408 -0.92301 0.487464

689 -0.35888 -0.37418 0.172854 -2.86877 1.351517

690 1.03524 0.874667 0.762626 -2.02953 1.987969

691 -1.58272 -1.15482 1.182603 -1.35795 1.192073

692 -0.22919 -0.76174 1.056432 -0.71642 -0.74161

693 -0.85073 -1.361 1.806993 -1.50223 1.29142

694 0.437996 -0.04466 2.181548 -1.23683 1.91135

695 1.17986 1.186177 1.666051 -1.09617 1.452624

696 0.795759 1.495189 1.576575 -1.02905 1.301329

697 0.010432 0.703277 2.029357 -0.29526 -1.0888

698 0.813218 1.017374 2.588598 -0.32806 -2.16476

699 -0.16634 0.242878 1.418552 1.415391 -2.07352

700 2.005048 2.125183 1.34126 1.083762 -1.25925

701 -2.95849 -1.99755 1.001121 0.293206 -1.79126

702 -0.67071 -1.6487 2.622839 0.47184 -0.97519

703 -0.74707 -1.82204 2.363558 -0.61558 0.334572

704 -0.20722 -0.74843 1.857015 1.539666 2.064448

705 1.261264 0.970889 0.673383 1.886301 1.054138

706 2.12418 2.703008 -0.66915 2.608226 -0.2094

707 -0.43939 0.938018 -0.69146 3.064872 -0.62612

708 0.160639 0.47199 -0.64621 4.030951 -0.30856

709 0.194389 0.164862 0.142581 2.362836 -0.25478

710 2.076778 2.214132 -0.46186 2.3228 -1.39857

711 -0.05106 1.035929 -1.75535 0.630363 -0.89574

712 0.365801 0.859467 0.274531 3.446028 -0.73628

713 -0.63093 -0.46079 -0.37077 1.32392 -0.77725

714 -0.67591 -0.89992 0.019567 1.121388 -0.78599

715 -0.05581 -0.5515 0.935361 1.929033 -0.36915

716 -0.74899 -0.94587 -0.27216 1.435694 0.066003

717 1.358711 0.970264 1.518579 1.718228 -0.04775

718 -1.13193 -0.63982 -0.36431 1.530648 0.13036

719 0.648492 0.422207 1.447531 0.75139 -0.27167

720 3.072021 3.113286 0.082448 0.580936 -0.58313

721 1.81744 3.515574 1.268059 1.304003 0.007876

722 0.669604 2.34633 0.478405 -1.208 0.099216

723 -1.10488 -0.31572 1.340979 -1.73365 -0.10688

724 -0.91806 -1.3031 3.119122 -0.88045 -2.72644

725 -1.66557 -2.40082 0.706425 0.092096 -5.69539

726 2.409755 1.347456 -0.25541 -1.72872 -3.43806

727 0.16814 0.956625 0.024484 -0.41901 -1.6523

728 -0.94087 -0.25436 -1.00693 -0.22671 -0.80052

729 1.55063 1.122232 -0.86708 1.696135 -0.80081

730 -0.23145 0.308646 -2.35043 1.934259 -0.69931

731 0.033932 0.305863 -0.79513 2.604466 -0.26582

732 0.444599 0.403702 -0.64536 2.515432 -0.80575

733 -0.92471 -0.69393 -0.8741 1.463884 -1.61583

734 -0.8659 -1.21711 1.985481 2.148078 -1.24534

735 -1.78954 -2.45367 2.21573 1.617021 -1.21515

736 -0.89638 -2.00762 3.314234 2.398975 -1.68148

737 -0.82068 -1.71625 0.963354 3.184899 -3.26829

738 0.908536 0.274104 -1.18133 2.267155 -0.97074

739 0.816488 1.065587 0.581352 1.383104 0.057681

740 -0.43103 0.204352 1.57746 1.687809 -0.20808

741 -0.43771 -0.4491 -0.04671 -0.21599 -0.69736

742 0.280402 -0.04621 -0.0271 0.92309 -1.12534

743 0.536729 0.567502 -0.52354 0.547603 -0.47696

744 0.683215 1.02168 1.609623 -0.60819 1.617496

745 -1.59778 -1.12199 2.113131 -0.81231 0.96928

746 0.502077 -0.12601 0.16574 -0.74707 2.214963

747 -0.75684 -0.90525 0.028537 0.96105 3.571691

748 -0.68646 -0.93937 -0.58899 1.046867 3.697868

749 -0.55859 -1.09103 -2.21351 0.771962 1.619243

750 -0.73687 -1.18778 -2.44571 2.053418 0.75945

751 -0.0394 -0.54748 -1.90761 0.800416 0.673752

752 0.557073 0.353156 0.763698 0.100165 0.407189

753 -0.36311 -0.09442 2.314894 -0.18211 -1.36296

754 -0.31019 -0.35247 1.269768 -0.75166 -0.33322

755 2.318958 2.073087 2.272698 -0.87195 -0.31312

756 2.860459 3.942391 -0.30726 -0.22306 0.435384

757 -1.07924 0.930725 -1.81089 -1.47627 1.527707

758 -0.0276 0.14789 -0.04402 -1.62542 2.508112

759 -0.7783 -1.06192 -1.61594 -3.56633 2.392091

760 -0.04723 -0.44329 -2.84454 -1.57065 0.691736

761 1.368897 1.150704 -2.20215 0.28848 0.1908

762 0.316383 0.989023 1.084067 -0.21187 1.143124

763 -0.75288 -0.25246 0.518161 -1.04522 1.359758

764 -0.04992 -0.34726 -0.60028 0.830253 0.812667

765 1.596037 1.38286 0.274879 -0.44317 0.322014

766 -1.73033 -0.94479 1.833401 0.012283 -0.1777

767 0.836605 0.37045 0.68705 -0.715 0.926732

768 1.016346 1.002066 -1.6359 0.361463 -0.00664

769 0.465813 1.183137 -0.68141 -1.0195 -0.02402

770 0.235434 0.722426 0.557023 0.187831 0.498684

771 -1.22751 -0.99334 -0.2851 -0.05999 1.39044

772 1.623388 1.068492 -2.47525 0.772923 0.487314

773 0.940481 1.445298 -0.06475 1.464129 0.575994

774 -0.3054 0.570686 -0.9102 1.220411 0.953633

775 -1.60842 -1.526 -1.32525 2.335382 0.867041

776 0.888537 0.007978 -0.89835 2.694768 0.964761

777 0.838848 0.881012 1.623537 2.445657 0.512848

778 1.659216 2.300774 0.249017 1.774508 0.329118

779 -0.86663 0.17269 2.278374 1.105436 1.965506

780 -1.09295 -1.11146 2.901736 0.073843 1.660959

781 0.664387 -0.09874 1.311896 -0.01261 1.673386

782 0.471996 0.530952 1.388128 -0.79607 -0.02996

783 1.245189 1.647283 1.961595 -0.84675 -1.02407

784 0.943547 1.68414 2.321383 -2.14726 -0.41591

785 0.906929 1.69 1.737374 -0.52456 -0.68784

786 -0.93065 -0.2413 0.210138 -1.1957 1.354726

787 -0.40042 -0.63901 0.568876 -0.60418 2.959904

788 0.493469 0.060596 -0.21111 0.575883 0.684439

789 -0.28204 -0.13541 0.405507 -0.44716 -0.63606

790 0.80626 0.788609 0.168074 1.245106 0.602896

791 0.88961 1.222231 -0.58482 1.107326 1.298244

792 0.713367 1.359737 1.170918 2.201856 1.492271

793 -0.27625 0.302837 -0.39583 2.155441 2.174694

794 0.645998 0.686215 -0.17774 2.342244 2.037908

795 -0.20424 0.049698 0.36403 2.006296 3.08201

796 1.140047 1.199427 1.623214 -0.00226 2.630095

797 -1.08665 -0.56769 0.22031 0.854827 1.117155

798 -1.40719 -1.6655 -0.39777 -0.52247 2.456151

799 -0.00775 -0.98301 0.325249 -0.3177 1.781387

800 -0.82698 -1.18265 0.262736 -1.40072 2.029575

801 -0.10461 -0.52004 0.48622 0.301546 1.53901

802 0.164279 -0.09477 -0.54599 -2.585 -1.33259

803 0.454337 0.510324 -1.6297 0.009248 -0.86771

804 -1.07285 -0.80461 -2.28712 -1.1815 -1.36596

805 0.024283 -0.39856 -1.40149 0.570001 -1.07473

806 2.24244 1.986369 0.7276 -0.57635 -1.38962

807 -1.09413 0.033165 0.100612 0.604088 -1.59117

808 1.821502 1.835049 1.448765 0.70508 0.506485

809 -2.23026 -1.59304 -0.11489 -2.17354 -0.00045

810 1.998761 1.339007 -2.42704 0.437498 -1.15811

811 0.566409 1.008224 -0.30802 -0.14085 -1.22405

812 -0.10046 0.68243 -2.12159 0.436535 -1.25467

813 -1.92283 -1.83146 0.300274 0.299127 -0.32132

814 -2.25511 -3.24165 1.717735 0.514385 -1.34026

815 0.093121 -1.51514 0.813175 -1.34549 -0.15029

816 -0.05206 -0.56928 1.164482 1.649285 -0.66816

817 1.035276 1.032524 1.045534 1.856936 0.105394

818 2.345166 2.849788 -0.62342 1.40137 0.294983

819 0.002413 1.433815 -0.61063 -0.183 0.012695

820 2.859161 3.446659 -1.61558 -1.42549 0.724458

821 0.943107 2.373291 -0.14162 0.251623 -0.12686

822 0.938216 2.124559 0.810481 -1.33403 -2.89491

823 0.795344 1.500229 -0.97561 -1.075 -2.47507

824 -0.6992 -0.06698 0.186089 1.349297 -2.13152

825 1.184236 1.033471 0.288686 0.281185 -2.47832

826 -0.5901 -0.17278 0.081256 0.481609 -1.76373

827 -1.04608 -1.04507 0.766325 1.082275 0.25332

828 1.291374 0.620811 2.582075 0.059108 0.05258

829 -0.6895 -0.30534 2.13903 0.3861 -0.27147

830 0.618857 0.596948 1.261106 -1.64741 2.327652

831 -1.55536 -1.41831 -0.80646 -1.16287 0.080628

832 0.568798 -0.05417 -0.06068 -2.11979 -1.75204

833 0.467085 0.362643 -0.74168 -1.5204 -1.43877

834 -0.57879 -0.20305 -1.39194 -0.35328 -1.29883

835 0.840508 0.667885 0.605795 -1.07299 -0.56614

836 2.168736 2.444293 0.49495 -0.85932 0.861061

837 -0.08754 1.206954 1.112017 0.063398 0.628992

838 0.14325 0.641663 1.015886 -1.3635 0.097393

839 0.740151 0.78989 -0.20276 -0.84266 -0.02829

840 -0.16935 0.236542 2.890022 -2.46708 -0.59557

841 1.161994 1.262358 0.684802 -1.87538 0.036791

842 -2.55063 -2.01197 -0.11877 -0.44201 0.002417

843 1.349795 0.36498 0.299841 -0.18319 1.098758

844 1.671888 1.709129 -0.23094 -1.13853 0.715846

845 1.288006 2.461399 1.239553 0.865965 2.285849

846 -2.66816 -1.60619 1.999919 -0.18687 1.824288

847 -2.02651 -3.03859 0.916843 0.172732 1.455183

848 1.966558 0.286262 0.647724 -2.10135 2.57442

849 -1.46182 -0.98517 1.186835 0.556221 2.488222

850 1.687493 1.448225 0.610858 -1.58031 2.668217

851 -0.79069 -0.31239 -0.22213 -1.65607 2.888735

852 -0.89076 -0.86423 0.021032 -0.81914 2.466264

853 0.675767 0.032713 1.027917 -1.94307 1.389177

854 -0.09516 0.020031 0.087706 -0.20169 -0.22861

855 0.502291 0.623652 0.697749 -2.26159 -1.10098

856 -0.41779 -0.19043 -2.12677 -1.95943 -0.96619

857 -0.16832 -0.25164 -0.04744 -1.09257 -1.9893

858 1.533606 1.344998 1.037572 -1.37227 -1.62692

859 -0.02249 0.70223 1.314309 -0.77609 -1.44307

860 -0.89058 -0.51843 0.570955 -1.79182 -1.84289

861 0.086322 -0.36459 0.370977 -1.50374 0.526897

862 0.018474 -0.16101 0.35499 -0.09731 -0.46442

863 1.357322 1.38814 -0.38728 -0.55448 -2.42455

864 -1.23004 -0.54676 0.362874 0.409078 -1.82139

865 0.442725 0.167038 3.114539 -0.09269 -1.16993

866 -0.20054 -0.28668 2.058943 -0.9694 -0.48137

867 0.667472 0.677885 2.317775 0.075716 -0.94782

868 -1.94701 -1.66341 -1.42041 -0.54669 -0.18565

869 0.579363 -0.22727 -0.38002 -0.83687 1.30106

870 0.679104 0.482034 -0.34835 -0.40537 0.321718

871 0.234078 0.718471 0.700552 -0.40977 0.351049

872 0.529069 0.815884 1.526509 -1.16966 0.331038

873 0.771698 1.094752 0.587749 -0.77117 0.577564

874 1.554261 2.072377 -0.46761 0.163088 -0.19086

875 -0.72427 0.245783 -0.62139 0.259992 -0.79424

876 0.949918 0.976347 -0.3576 -0.06868 -1.1993

877 1.352802 1.646693 0.262503 -0.19168 -2.61447

878 0.181373 1.095253 -0.47474 1.171173 -3.0434

879 -0.98973 -0.56084 1.407456 -0.33936 -1.64412

880 -1.34212 -1.79164 1.394434 0.024506 -0.03055

881 -2.04946 -2.96796 0.406929 -1.8958 0.253291

882 0.629439 -0.73082 0.047997 -1.67882 -1.8742

883 -0.22311 -0.42076 -0.36788 -0.75151 -1.81986

884 -0.71878 -0.67298 0.065142 -1.76083 0.617449

885 0.667541 0.252372 -1.19977 -0.46523 0.222396

886 -0.2964 -0.14233 0.654282 -0.28624 -0.55493

887 0.325095 0.34378 2.288738 2.517869 0.429469

888 0.513127 0.601574 0.905411 0.32749 1.359066

889 -0.12365 0.214189 0.689993 0.461218 1.695392

890 -0.09409 -0.02763 0.228361 -0.6176 0.341156

891 -2.20945 -2.28741 0.06914 0.697375 0.089493

892 -0.45613 -1.58438 -0.30706 0.392508 2.041875

893 1.831731 1.051303 -1.839 1.330902 1.633367

894 1.040835 1.842667 0.015911 0.342509 2.311395

895 -0.65861 0.319744 -1.85964 2.020952 0.851871

896 2.379788 2.310694 -0.89652 2.082318 0.350336

897 -0.66583 0.359413 0.181353 2.21561 0.721923

898 -1.65828 -1.39625 0.648079 2.373228 0.084255

899 0.397479 -0.59812 -1.21679 1.953653 -1.07468

900 0.017788 -0.19804 -0.15545 1.092564 1.075327

901 -0.24131 -0.13305 -1.93212 0.471756 1.901385

902 -1.35506 -1.47127 -0.41249 -0.13715 -0.05417

903 -1.04554 -1.7834 -0.82683 -0.22452 0.883599

904 0.673325 -0.18821 -0.11935 0.685113 0.166768

905 -0.59306 -0.51778 -0.32267 0.764995 -0.60588

906 0.457916 0.329719 -1.8972 -1.2252 0.107319

907 0.904222 0.984916 0.928799 -0.41449 -1.2309

908 0.012228 0.578818 0.199018 -1.78241 -0.08776

909 0.79718 1.02935 -0.32091 -0.54013 1.263636

910 0.856083 1.25773 0.217205 0.423362 0.305516

911 -0.49484 0.132499 -0.22101 0.196084 -3.26221

912 -0.90555 -0.93895 -0.44571 1.451442 -2.68235

913 0.799338 0.222854 -0.53953 2.362211 -0.96967

914 0.345214 0.518496 -0.36578 1.787088 -0.5992

915 0.912845 1.285287 -0.18677 1.134689 -1.65308

916 -0.35267 0.190053 -1.82457 1.317616 -0.27645

917 1.40909 1.460965 1.238164 1.650555 0.569853

918 0.066119 0.682496 0.087305 0.220938 1.498428

919 1.062301 1.447633 -0.32993 -0.25377 1.143046

920 -0.43933 0.108355 -2.52643 0.403597 -0.31619

921 0.045118 0.09103 0.476784 0.789414 -1.4663

922 -2.63071 -2.71799 0.067244 -0.42245 -0.65094

923 0.681297 -0.62278 0.974273 1.126322 0.19483

924 -0.3198 -0.63683 -0.44534 -0.45616 -0.52265

925 1.719352 1.729774 0.647231 -0.03654 0.035284

926 -0.12265 0.657079 2.004054 1.944244 0.780488

927 0.847298 1.215813 1.195731 -0.55957 -0.59363

928 0.077748 0.470736 -1.5973 -1.04379 0.814767

929 -0.01276 0.237936 -1.45695 -0.02075 0.833786

930 -0.11166 -0.0986 -0.46684 -0.34357 0.074863

931 -1.23809 -1.29711 0.305769 0.46287 1.60879

932 0.442003 -0.20495 -0.38305 -0.85138 1.905575

933 -1.73449 -1.82301 -0.65283 -1.21607 1.526052

934 0.422378 -0.33436 0.129636 -1.40994 0.981118

935 -1.02734 -1.24977 2.49075 -0.9218 0.737787

936 -1.27934 -1.68741 2.115589 -1.23225 1.918895

937 -0.1892 -1.0857 1.64034 -1.88178 2.264749

938 -0.99493 -1.40936 2.304532 -0.72446 1.52792

939 1.004322 0.459559 1.383396 -1.18177 0.372671

940 1.053909 1.307338 1.113755 -1.37355 0.364724

941 0.770112 1.548147 0.218887 -0.33645 -0.70579

942 0.089248 0.737782 -0.13986 1.525414 0.119399

943 -1.40341 -1.16626 -1.32661 0.395504 2.091229

944 0.069076 -0.61032 -3.09482 0.710841 2.027421

945 -0.92437 -1.24069 -2.1157 -0.0687 -0.41113

946 0.396388 -0.04853 -1.98932 -0.08762 -1.23556

947 0.802773 0.769873 -0.49495 -0.72094 -1.09746

948 -2.03533 -1.53485 0.240138 -0.43645 -1.66548

949 0.943706 0.126733 -0.70199 -0.54989 -0.32425

950 -1.1078 -1.14478 0.11544 0.842336 -0.90229

951 0.025507 -0.29247 -1.10282 0.431555 -3.12999

952 0.587032 0.322834 -0.42643 -1.09759 -1.89401

953 0.2529 0.552793 0.560185 -0.31486 -0.48381

954 -2.07489 -1.80169 -1.58326 0.376181 -0.9579

955 0.477677 -0.49655 -0.18459 -0.32401 -1.23653

956 -0.00366 -0.28354 0.291842 0.322554 -1.43586

957 0.765807 0.883398 1.489782 0.36784 -1.81888

958 -0.51998 -0.13799 1.410078 0.361209 -0.66049

959 -2.34387 -2.41241 1.984281 0.748639 -1.27706

960 0.793612 -0.50832 1.443257 1.513933 -1.72769

961 1.337857 1.148695 1.156237 2.41098 -1.51634

962 0.839036 1.706367 1.342503 2.511672 -0.29172

963 -1.06793 -0.31395 -0.29122 2.611081 1.867404

964 -0.7582 -1.0824 -1.64048 1.967267 2.879214

965 -1.43153 -2.07761 -1.79852 2.236156 2.085628

966 -0.76299 -1.66831 -1.5559 1.399246 0.441384

967 0.592082 -0.1473 -1.55562 2.791394 1.498158

968 -0.65639 -0.55109 -0.8544 1.122894 3.115394

969 -0.81705 -0.99722 -0.26814 0.272526 3.614967

970 -0.83165 -1.40427 -0.37749 0.471888 3.045888

971 0.226398 -0.39369 -0.32629 -0.39401 2.489491

972 -0.57782 -0.67254 -0.7111 -1.61983 3.328193

973 0.800985 0.568674 -1.64238 -2.54067 1.770401

974 1.633531 1.889568 1.926979 -2.40691 1.669073

975 0.272679 1.289691 -1.77835 -3.05177 0.666516

976 0.551282 1.096004 -1.34588 -4.74308 -1.13951

977 -0.2786 0.065211 -2.08418 -4.95269 -1.29135

978 0.570246 0.568767 -2.11206 -4.26009 -0.15254

979 0.785723 1.001196 -2.66359 -5.64712 0.420263

980 0.497108 1.032531 -0.43548 -2.8437 0.933759

981 1.705044 2.150029 0.395111 -2.11615 0.960118

982 -0.01778 0.959014 -1.0257 -2.10508 -0.07771

983 1.757609 2.174977 0.887507 -1.0818 -0.29208

984 -0.88351 -0.00915 0.247138 -1.75882 0.396731

985 -0.64343 -0.64578 0.580985 -2.35501 -0.6823

986 0.904835 0.362245 -0.15354 -1.17318 -2.81777

987 0.574691 0.866252 0.504865 -0.78941 -1.70365

988 1.348458 1.862012 1.570756 -0.2979 -0.31

989 -0.04545 0.772456 -0.25398 -1.21596 0.268165

990 -0.62529 -0.3109 0.078969 -0.26122 1.798532

991 -0.80276 -1.12677 1.049171 -0.99125 2.410628

992 -0.29783 -0.85553 0.588555 -0.35907 1.66941

993 -0.1124 -0.462 0.232928 -0.2807 -1.32409

994 -0.22472 -0.35537 -0.12754 -0.784 -0.52552

995 0.429464 0.289007 -0.15471 0.006005 0.666442

996 -0.24341 -0.08486 -1.31207 1.479697 1.032228

997 1.478778 1.464438 -0.77161 -1.212 0.042965

998 -1.7665 -1.08796 -2.09913 -1.98563 0.229637

999 1.170097 0.656542 0.12766 -2.045 1.945343

1000 0.396502 0.539926 0.785853 -1.27299 2.248775

These are the series generated in Stata for white noise, MA(2) process, AR(1)
process, AR(2) process and ARMA(1,1) process for 1000 observations.

Next we give the set of commands used in Stata to generate the series.

. set obs 1000

obs was 0, now 1000

. gen t=_n

. tsset t
time variable: t, 1 to 1000
delta: 1 unit

. gen et=rnormal(0,1)

. line et t

. local theta1=0.5

. replace Xt=`theta1'*e[2-1]+et in 2

. gen Xt=.
(1000 missing values generated)

. replace Xt=et in 1
(1 real change made)

. replace Xt=`theta1'*e[2-1]+et in 2
(1 real change made)

. forvalues i=3(1)1000 {
2. quietly replace Xt=`theta1'*et[`i'-1]+`theta2'*et[`i'-2]+et in `i'
3. }

. ac Xt, lags(20)

. pac Xt, lags(20)

. set obs 1000

obs was 0, now 1000
.
. gen t=_n

.
. tsset t
time variable: t, 1 to 1000
delta: 1 unit

. gen et=rnormal(0,1)

.
. gen Xt=.
(1000 missing values generated)

. local phi=0.5

. replace Xt=et in 1
(1 real change made)

. forvalues i=2(1)1000 {
2. quietly replace Xt=`phi'*Xt[`i'-1]+et in `i'
3. }

. pac Xt, lags(20)

. gen t=_n

.
. tsset t
time variable: t, 1 to 1000
delta: 1 unit

.
. gen et=rnormal(0,1)

.
. gen Xt=.
(1000 missing values generated)

. local phi1=0.5

. local phi2=0.25

. replace Xt=et in 1
(1 real change made)

. replace Xt=`phi1'*X[2-1]+et in 2
(1 real change made)

. forvalues i=3(1)1000 {
2. quietly replace Xt=`phi1'*Xt[`i'-1]+`phi2'*Xt[`i'-2]+et in `i'
3. }

. pac Xt, lags(20)

. set obs 1000

obs was 0, now 1000
. gen et=rnormal(0,1)

. gen t=_n

.
. tsset t
time variable: t, 1 to 1000
delta: 1 unit

.
. gen Xt=.
(1000 missing values generated)

.
. local phi1=0.5

.
. local theta1=0.5

.
. replace Xt=et in 1
(1 real change made)

.
. forvalues i=2(1)1000 {
2.
. quietly replace Xt=`phi1'*Xt[`i'-1]+`theta1'*et[`i'-1]+et in `i'
3.
.}

.
. pac Xt, lags(20)