aolei 发表于 2012-3-9 16:23 
你把t写成t`i'试试
还是不行啊。。
我前面有段是这样的
不知道怎么forv
set obs 1000 /*set sample size*/
gen t=_n /*define time variable*/
gen x=0
scalar alpha=0.8 /*parameter setting*/
scalar theta=0.1
gen e=rnormal()
replace x=scalar(alpha)*x[_n-1]+e+scalar(theta)*e[_n-1] in 2/1000
gen y=x in 201/1000 /*drop the first 200 samples*/
tsset t /*declare time-series data*/
*egen y_mean=mean(y) /*mean of y*/
*tsline y y_mean /*plot y with its mean*/