Code: Select all
vector(10) counter=0
for !j = 0.1 to 1 step 0.1
scalar phi = !j
smpl 1 1
genr y=1+2*nrnd
smpl 2 500
for !i = 1 to 5000
y=phi*y(-1)+2*nrnd
equation temp.ls y c y(-1)
scalar phihat=temp.@coef(2)
scalar phise=temp.@stderr(2)
scalar tstat = (phihat-phi)/phise
scalar tprob=@dtdist(tstat,498)
if tprob<0.05 then counter(10*!j)=counter(10*!j)+1
else counter(10*!j)=counter(10*!j)+1
endif
next
counter(10*!j)=counter(10*!j)/5000
next
0.1
0.2
0.3000000000000001
0.4
0.5
0.6
0.7999999999999999
0
0.9999999999999999
0
My question is... how on Earth does this happen???????????
