data stocks; Y = 100; Z=100; do t = 1 to 250; * 900 ; e = normal(8276531); Y=Y+e; Z = 100 + .90*(Z-100) + e; output; end; proc gplot; plot (Y Z)*t / overlay; Title c=blue "Closing Prices, stocks " c=black "Y " c=blue "and " c=red "Z"; symbol1 v=none i=join w=2; proc arima; i var=Y nlag=10 stationarity=(adf); i var=Z nlag=10 stationarity=(adf); run;