[img]file:///C:\Users\chenxiao\Documents\Tencent Files\1262714648\Image\C2C\IH8(6LCAU~6ZCV0E6~[RUAO.png[/img][img=0,1]file:///C:\Users\chenxiao\Documents\Tencent Files\1262714648\Image\C2C\IH8(6LCAU~6ZCV0E6~[RUAO.png[/img]program onesample,rclass
drop all
set obs 41000
drawnorm a b
*gen y=0.5*l.y+a+b
*viewsource sim_arma.ado
*sim_arma y, nobs(41000) ar(.5)
forval i = 1/41000 {
     y[1,1]=0
         y[`i'+1,1]=y[`i',1]+a[`i+1',1]+b[`i+1',1]
                }

tsset id t
xtabond el(y,40000:41000), lags(1) vce(robust)
return scalar b=_b[l.y]
end
simulate b=r(b) tf=r(t),reps(1000) saving(onesample,replace) nolegend nodots:onesample
mean b
求助：y为什么不能生成呢？