UNIT  6 IS NOW ASSIGNED TO: ranwalk.out
  |_* Test file to create random walk
 |_*
 |_sample 1 400
 |_*Generate white noise
 |_genr white1=nor(1)
 |_genr white2=nor(1)
 |_stat white1 white2 / pcor
 NAME        N   MEAN        ST. DEV      VARIANCE     MINIMUM      MAXIMUM
 WHITE1     400 -0.36535E-01  0.99372      0.98748      -2.6032       2.6803
 WHITE2     400 -0.36035E-01  0.98630      0.97279      -2.5534       3.3344
 
  CORRELATION MATRIX OF VARIABLES -      400 OBSERVATIONS
 
 
 WHITE1     1.0000
 WHITE2   -0.86989E-01   1.0000
              WHITE1       WHITE2
 
 |_plot white1 white2
 
 REQUIRED MEMORY IS PAR=    7 CURRENT PAR=  500
 FOR MAXIMUM EFFICIENCY USE AT LEAST PAR=    13
       400 OBSERVATIONS
                    *=WHITE1
                    M=MULTIPLE POINT
    3.0000        |
    2.6842        |
    2.3684        |            *    **  *
    2.0526        |         * *         **
    1.7368        |           **** **M  *
    1.4211        |       *  M      MM    * ** M
    1.1053        |         ** *  MM M  ****
   0.78947        |       *      **MMMM**MMM *   *
   0.47368        |          *  *MMMMMMMM**M *M
   0.15789        |        * * M*M MM*MMMMM* *MM *
  -0.15789        |       *  MM**MMMMMMMMMM*M*M**     *
  -0.47368        |         * * *MMMMMM*MMMM*MM
  -0.78947        |             *M*M***MM*M *    * *
   -1.1053        |         M **M*M*MMMMMMMMM M *
   -1.4211        |           MM * M* M MMM    M  *
   -1.7368        |          *   MMM    MMM* *
   -2.0526        |        **    *  * ***   **
   -2.3684        |               *  *  ** **
   -2.6842        |           *       * *
   -3.0000        |
                   ________________________________________
 
              -4.000    -2.000     0.000     2.000     4.000
 
                                WHITE2

 |_ols white1 white2
 
 REQUIRED MEMORY IS PAR=   19 CURRENT PAR=  500
  OLS ESTIMATION
      400 OBSERVATIONS     DEPENDENT VARIABLE = WHITE1
 ...NOTE..SAMPLE RANGE SET TO:    1,  400
 
  R-SQUARE =   0.0076     R-SQUARE ADJUSTED =   0.0051
 VARIANCE OF THE ESTIMATE-SIGMA**2 =  0.98247
 STANDARD ERROR OF THE ESTIMATE-SIGMA =  0.99120
 SUM OF SQUARED ERRORS-SSE=   391.02
 MEAN OF DEPENDENT VARIABLE = -0.36535E-01
 LOG OF THE LIKELIHOOD FUNCTION = -563.037
 
 
 VARIABLE   ESTIMATED  STANDARD   T-RATIO        PARTIAL STANDARDIZED ELASTICITY
   NAME    COEFFICIENT   ERROR     398 DF   P-VALUE CORR. COEFFICIENT  AT MEANS
 WHITE2   -0.87643E-01 0.5031E-01  -1.742     0.082-0.087    -0.0870    -0.0864
 CONSTANT -0.39693E-01 0.4959E-01 -0.8004     0.424-0.040     0.0000     1.0864
 

  |_*Generate random walks
 |_genr walk1=white1
 |_genr walk1=lag(walk1)+white1
 ..NOTE.LAG VALUE IN UNDEFINED OBSERVATIONS SET TO ZERO
 |_genr walk2=white2
 |_genr walk2=lag(walk2)+white2
 ..NOTE.LAG VALUE IN UNDEFINED OBSERVATIONS SET TO ZERO
 |_sample 2 400
 |_stat walk1 walk2 / pcor
 NAME        N   MEAN        ST. DEV      VARIANCE     MINIMUM      MAXIMUM
 WALK1      399  -2.3742       8.1761       66.848      -18.612       12.323
 WALK2      399  -9.0381       6.1713       38.085      -20.806       2.5632
 
  CORRELATION MATRIX OF VARIABLES -      399 OBSERVATIONS
 
 
 WALK1      1.0000
 WALK2     0.71879       1.0000
              WALK1        WALK2
 
 |_plot walk1 walk2
 
 REQUIRED MEMORY IS PAR=   13 CURRENT PAR=  500
 FOR MAXIMUM EFFICIENCY USE AT LEAST PAR=    19
       399 OBSERVATIONS
                    *=WALK1
                    M=MULTIPLE POINT
    20.000        |
    17.895        |
    15.789        |
    13.684        |
    11.579        |                     **
    9.4737        |               *** M*MM ***
    7.3684        |              MMM  MM*MMMMM*M M
    5.2632        |             MMMM  *    MM MMMM*
    3.1579        |            MMM *    *M  *M*M*
    1.0526        |            *MM     MM*  *** MMM
   -1.0526        |             MM** M *M*M *MM MMM
   -3.1579        |             **M M**MMMMMMMM*   *
   -5.2632        |             * *MM*MM* MMM***
   -7.3684        |            *M M**M***M
   -9.4737        |     *M* ** MMMM  **
   -11.579        |   M*M*M *MMM*M**
   -13.684        |  *MMMMMMMM
   -15.789        |   MMMMMMMM
   -17.895        |  MM *M***
   -20.000        |  *
                   ________________________________________
 
             -22.500   -15.000    -7.500     0.000     7.500
 
                                WALK2

 |_ols walk1 walk2
 
 REQUIRED MEMORY IS PAR=   26 CURRENT PAR=  500
  OLS ESTIMATION
      399 OBSERVATIONS     DEPENDENT VARIABLE = WALK1
 ...NOTE..SAMPLE RANGE SET TO:    2,  400
 
  R-SQUARE =   0.5167     R-SQUARE ADJUSTED =   0.5154
 VARIANCE OF THE ESTIMATE-SIGMA**2 =   32.392
 STANDARD ERROR OF THE ESTIMATE-SIGMA =   5.6914
 SUM OF SQUARED ERRORS-SSE=   12860.
 MEAN OF DEPENDENT VARIABLE =  -2.3742
 LOG OF THE LIKELIHOOD FUNCTION = -1259.00
 
 VARIABLE   ESTIMATED  STANDARD   T-RATIO        PARTIAL STANDARDIZED ELASTICITY
   NAME    COEFFICIENT   ERROR     397 DF   P-VALUE CORR. COEFFICIENT  AT MEANS
 WALK2     0.95229     0.4623E-01   20.60     0.000 0.719     0.7188     3.6252
 CONSTANT   6.2327     0.5057       12.32     0.000 0.526     0.0000    -2.6252
 
 DURBIN-WATSON = 0.0627    VON NEUMANN RATIO = 0.0629    RHO =  0.96920
 RESIDUAL SUM =  0.50981E-12  RESIDUAL VARIANCE =   32.392
 SUM OF ABSOLUTE ERRORS=   1858.5
 R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.5167