set obs 100
* generate N(0,1) series
gen y=invnorm(uniform())
* generate time trend and set the timeseries calendar
gen t=_n
tsset t
* generate lag of each
gen ly = L.y
gen lt = L.t
* gen diff of each
gen dy = D.y
gen dt = D.t
* see what we have
summ
list
* regress on constant and trend and do the D-W test
regress y t
dwstat
exit