* Test file to create random walk
*
sample 1 400
*Generate white noise
genr white1=nor(1)
genr white2=nor(1)
stat white1 white2 / pcor
graph white1 white2
ols white1 white2
*Generate random walks
genr walk1=white1
genr walk1=lag(walk1)+white1
genr walk2=white2
genr walk2=lag(walk2)+white2
sample 2 400
stat walk1 walk2 / pcor
graph walk1 walk2
ols walk1 walk2