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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
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