new;
     library pgraph;

     format /m1 /rd 9,6;

/* Load Data */

    load data[205,2]=arima212.dta;

mu=0.815603;
phi1=1.341846;
phi2=-0.705894;
theta1=-1.054277;
theta2=0.518756;


x_mat=zeros(205,4);
x_mat[.,1]=data[1:205,1]-mu;
x_mat[.,2]=0|data[1:204,1]-mu;
x_mat[.,3]=data[1:205,2];
x_mat[.,4]=0|data[1:204,2];


F=phi1~phi2~theta1~theta2|
    1~0~0~0|
    0~0~0~0|
    0~0~1~0;

BN=(-F*inv(eye(4)-F)*x_mat')';


output file=c:\bn.dta reset;
BN[.,1];
output off;


xlabel("month");
xindex=seqa(1,1,rows(BN));

begwind;

    title("Cycle");
    xy(xindex, BN[.,1]);

endwind;


end;