How to use a DO loop to generate a sample of an AR series

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

* Set 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 (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:

The answer to the question asked in the comment above regarding generating row averages can be done simply using the STAT command after computing A. First transpose the A matrix so that we can use the STAT command, which treats columns as seperate series when used with a matrix:

matrix AT = A'

Compute the means and store them in a variable called rowMeans:

stat AT / means=rowMeans

Graph as before using:

graph rowMeans / nokey

Also it can be done the mechanical way using GENR to convert a vector to a data series as follows but note that process of converting to a data series is also not really required. The STAT command will work on a vector just the same as with a matrix. This is shown mainly to highlight some useful techniques:

* Dimension the results vector
dim Averages length

* Loop through the generated time steps
do(# = 1, length)
  * Convert row of matrix to a vector
  matrix vector=vec(A(#,0))
  * Convert the vector to a data series
  genr dataSeries=vector
  * Compute the mean for the data series (row)
  stat dataSeries / means = rowMean
  * Store mean to vector at position #
  matrix Averages(#) = rowMean
endo

And check the results are the same as follows:

* Check both are the same
print rowMeans Averages