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Using your series you can script you can store the results in a matrix as follows:

* Set variable
gen1 series = 10
gen1 length = 5
gen1 p = 0.2

* Dimension a matrix to store results
dim A length series

* Generate a number of series
do(# = 1, series)

  * Sample length for each series
  sample 1 length

  * Generate an AR(p) series
  genr YEAR = TIME(0)
  genr X2 = NOR(3)
  genr Y = 1
  genr Y = 1 + p*LAG(Y) + X2

  * Store Y as a matrix column and make a line graph
  * of the individual series
  matrix A(0,#)=Y
  graph Y YEAR / line

endo

* Line graph of all series
graph A YEAR / line nokey

The output produces individual graphs per series and the following graph of all series: image description

Using your series you can script you can it is possible to store the results in a matrix and graph the output as follows:

* Set variable
gen1 series = 10
gen1 length = 5
gen1 p = 0.2

* Dimension a matrix to store results
dim A length series

* Generate a number of series
do(# = 1, series)

  * Sample length for each series
  sample 1 length

  * Generate an AR(p) series
  genr YEAR = TIME(0)
  genr X2 = NOR(3)
  genr Y = 1
  genr Y = 1 + p*LAG(Y) + X2

  * Store Y as a matrix column and make a line graph
  * of the individual series
  matrix A(0,#)=Y
  graph Y YEAR / line

endo

* Line graph of all series
graph A YEAR / line nokey

The output produces individual graphs per series and the following graph of all series: image description

Using your script it is possible to store the results in a matrix and graph the output as follows:

* Set variable
some useful constants
gen1 series = 10
gen1 length = 5
gen1 p = 0.2

* Dimension a matrix to store results
dim A length series

* Generate a number of series
do(# = 1, series)

  * Sample length for each series
  sample 1 length

  * Generate an AR(p) series
series (with drift)
  genr YEAR = TIME(0)
  genr X2 = NOR(3)
  genr Y = 1
  genr Y = 1 + p*LAG(Y) + X2

  * Store Y as a matrix column and make a line graph
  * of the individual series
  matrix A(0,#)=Y
  graph Y YEAR / line

endo

* Line graph of all series
graph A YEAR / line nokey

The output produces individual graphs per series and the following graph of all series: image description