Using the obtained results, we can see the revised determination coefficient and the average value of DW.

At present, I have entered the following command in doedit.

Set obs 1000

Generation time =_n

Tsset time

forvalues i = 1 / `NofLoop' {

Quietly (

Replace wn 1 = rnormal ()

Replace wn2 = rnormal ()

Replace rw 1 = sum(wn 1)

Replace rw2 = sum (wn2)

Regression rw 1 rw2

* t value

Local tvalue = abs(_b[rw2]/_se[rw2])

if `tvalue ' & gt2 {

Local counter = `counter'+1

}

}

}

Displays "important results:" `counter' "NofLoop'.

clear

Set obs 1000

Generation time =_n

gen wn 1 =。

gen wn2 =。

gen rw 1 =。

gen rw2 =。

Tsset time

For the value I =110000 {

Quietly (

Replace wn 1 = rnormal ()

Replace wn2 = rnormal ()

Replace rw 1 = sum(wn 1)

Replace rw2 = sum (wn2)

Regression rw 1 rw2

* t value

Local tvalue = abs(_b[rw2]/_se[rw2])

if `tvalue ' & gt2 {

Local counter = `counter'+1

}

}

}

Display "Important Results:" `Counter' "/" 10000.