set obs 2206
set seed 237
gen hits5 = 0
gen y = runiform()
gen trend = _n if _n <= 200

gen date_var = date(var1, "YMD")
format date_var %td
tsset date_var

forval j = 1/10000 {
    gen y2 = (L.y)^2 + runiform()
    gen dy = L.y - y
    reg dy (L.y)^2  trend
    scalar tnl = _b[L2.dy]
    if tnl < -1.40 {
        replace hits5 = hits5 + 1
    }
    drop y2
    drop dy
}

display "5%: " %7.4f (hits5 / 10000 * 100)
display "Hits5: " hits5