goptions reset=all; title "AR(1)"; 

Data AR_1; do t = 1 to 512;  e= normal(123); 
Y = .8*Y + 2*e ; if Y=. then Y=0; 
X = -.8*X + 2*e; if X=. then X=0; drop e; 
output; end; 
proc spectra P S adjmean out=arspec; Var Y X; 
weight 1 2 3 4 5 6 7 6 5 4 3 2 1; 
data arspec; set arspec; 
Ytheory = 4/(2*3.14159*(1.64 - 1.6*cos(freq))); 
Xtheory = 4/(2*3.14159*(1.64 + 1.6*cos(freq)));
label S_01 = "Y (.8)";
label S_02 = "X (-.8)";  
proc gplot; plot (S_01 Ytheory)*freq/overlay; 
symbol1 v=dot i=none c=red h=.6; 
symbol2 v=none i=join c=black w=3; 
plot (S_02 Xtheory)*freq/overlay; 
run;