.
.  Starting Random Walk Case Study
.
. Setting Dataplot defaults
reset data
reset plot control
erase
x3label automatic
dimension 100 variables
tic offset units screen
tic offset 5 5
title displacement 2
case asis
title case asis
label case asis
tic label case asis
character case asis all
legend case asis
.  Finished Setting Defaults
.
. Starting Step 1.1
.
skip 25
read randwalk.dat y
skip 0
. Finished Step 1.1: Page Back for Output

. Starting Step 2.1: Generate 4-plot
.
label size 6
tic label size 6
character size 4
x3label displacement 11
x3label automatic
4-plot Y
x3label
.
justification center
height 4
move 50 96
text Random Walk:  4-Plot
. Finished Step 2.1: Page Back for Output

. Starting Step 2.2
.
summary y
. Finished Step 2.2: Page Back for Output

. Starting Step 2.3
.
let n = size y
let x = sequence 1 1 n
fit y x
let idf2 = n - 2
read dpst1f.dat coef coefsd
let bsd = coefsd(2)
let lclb = bsd - tppf(0.975,idf2)*bsd
let uclb = bsd + tppf(0.975,idf2)*bsd
let string idrift = NO
let atemp = lclb*uclb
if atemp < 0
  let string idrift = YES
end of if
. Finished Step 2.3: Page Back for Output

. Starting Step 2.4
.
let n = size y
let ysd = standard deviation y
.
let x = sequence 1 1 n
let x = code4 x
levene test y x
. Finished Step 2.4: Page Back for Output

. Starting Step 2.5
.
runs y
. Finished Step 2.5: Page Back for Output

. Starting Step 3.1
.
label case asis
line solid
character BLANK
y1label Correlation
x1label Lag
let nlag = 100
xlimits 0 100
autocorrelation plot y
xlimits
y1label
x1label
. Finished Step 3.1: Page Back for Output

. Starting Step 3.2
.
label case asis
y1label Spectrum
x1label Frequency
spectral plot y
. Finished Step 3.2: Page Back for Output

. Starting Step 4.1
.
let n = size y
let nm1 = n - 1
let yi = y
let yim1 = y
retain yi for i = 2 1 n
retain yim1 for i = 1 1 nm1
fit yi yim1
.
. Finished Step 4.1: Page Back for Output

. Starting Step 4.3
.
char BLANK
LINE SOLID
label size 6
tic label size 6
character size 4
x3label displacement 13
x3label automatic
4-plot RES
x3label
.
justification center
height 4
move 50 96
text Residuals:  4-Plot
. Finished Step 4.3: Page Back for Output

. Starting Step 4.4
x3label automatic
line solid
character BLANK
y1label Dlc()ata
x1label Tlc()heoretical
uniform probability plot res
y1label
x1label
x3label
label size
tic label size
. Finished Step 4.4: Page Back for Output