?
? ==================== simprocs.tsp ============================
?
?  Program to simulate data according to 8 panel time series
?  processes. This version ensures stationarity (except in RW
?  case), which validates the use of CMLE for estimation.
?  The parameters of the processes are determined
?  from the first and second moments of the R&D series for the
?  United States. The models are the following:
?
?  1. Random walk with drift
?  2. Fixed effect with trend
?  3. AR(1) with no effect, rho=0.3
?  4. AR(1) with no effect, rho=0.9
?  5. AR(1) with no effect, rho=0.99
?  6. AR(1) with fixed effect, rho=0.3
?  7. AR(1) with fixed effect, rho=0.9
?  8. AR(1) with fixed effect, rho=0.99

    const meany 2.50 ;
    const vary 4.599 ;
    const meandy .085 ;
    const vardy .0672 ;

    if imod=1 ; then ; do ;
      param rho .99 var .01 ;
      simrw nob t meany vary meandy vardy trend y ;
      if isim=1 ; then ; title "Random Walk Process" ;
	  enddo ;
    if imod=2 ; then ; do ;
      param rho 0 var .05 ;
      simarfe nob t rho meany vary meandy vardy trend y ;
      if isim=1 ; then ; title "Fixed Effect" ;
	  enddo ;
    if imod=3 ; then ; do ;
      param rho .3 var .1 ;
      simar1 nob t rho meany vary meandy vardy trend y ;
      if isim=1 ; then ; title "AR(1) Process with rho=0.3" ;
	  enddo ;
    if imod=4 ; then ; do ;
      param rho .9 var .1 ;
      simar1 nob t rho meany vary meandy vardy trend y ;
      if isim=1 ; then ; 	title "AR(1) Process with rho=0.9" ;
      enddo ;
    if imod=5 ; then ; do ;
      param rho .99 var .1 ;
      simar1 nob t rho meany vary meandy vardy trend y ;
      if isim=1 ; then ; 	title "AR(1) Process with rho=0.99" ;
	  enddo ;
    if imod=6 ; then ; do ;
      param rho .3 var .1 ;
      simarfe nob t rho meany vary meandy vardy trend y ;
      if isim=1 ; then ; 	title "AR(1) Process with F.E., rho=0.3" ;
	  enddo ;
    if imod=7 ; then ; do ;
      param rho .9 var .1 ;
      simarfe nob t rho meany vary meandy vardy trend y ;
      if isim=1 ; then ; 	title "AR(1) Process with F.E., rho=0.9" ;
	  enddo ;
    if imod=8 ; then ; do ;
      param rho .99 var .1 ;
      simarfe nob t rho meany vary meandy vardy trend y ;
      if isim=1 ; then ; 	title "AR(1) Process with F.E., rho=0.99" ;
	  enddo ;