clear all
set obs 100
gen t=_n
gen u=invnorm(uniform())
gen y=u if t==1
replace y=y[_n-1]+u if t>1
gen v=invnorm(uniform())
gen x=v if t==1
replace x=x[_n-1]+v if t>1
regress y x
predict fit
graph y x t, c(ll) title("Fig. 1: Y and X Time Series") saving (fig1, replace)
graph y fit x, c(.l) s(o.) title ("Fig. 2: Y fitted on X") saving (fig2, replace)
graph using, saving (null, replace)
graph using fig1 null null fig2, saving (gn, replace)