// Stata based ARIMA Commands // Assume you have loaded penrub.dta gen trend = _n tsset trend tsline c sum describe ac c, name(acf_c) lags(20) pac c , name(pacf_c) lags(20) graph combine acf_c pacf_c arima c, arima(1,1,1) arima c, ar(1) arima c, ar(1/5) arima gasout, ar(1,2,3) tsappend, add(30) predict modelfit, y dynamic(_n+1) predict resid, residual tsline c residual // tests set obs 12000 gen epsilon = rnormal ac epsilon, lags(20)