data ACF; A=(.8+.1/.28)/1.7; file print; put "A is " A; do h=0 to 10; rho_h = A*(.9)**h+(1-A)*(-.8)**h; yule = 0.1*yule1+0.72*yule2; if h=0 then yule=1; if h=1 then yule=.1/.28; output; yule2=yule1; yule1=yule; end; proc print; run; A is 0.6806722689 OBS A H RHO_H YULE YULE1 YULE2 1 0.68067 0 1.00000 1.00000 . . 2 0.68067 1 0.35714 0.35714 1.00000 . 3 0.68067 2 0.75571 0.75571 0.35714 1.00000 4 0.68067 3 0.33271 0.33271 0.75571 0.35714 5 0.68067 4 0.57739 0.57739 0.33271 0.75571 6 0.68067 5 0.29729 0.29729 0.57739 0.33271 7 0.68067 6 0.44545 0.44545 0.29729 0.57739 8 0.68067 7 0.25860 0.25860 0.44545 0.29729 9 0.68067 8 0.34658 0.34658 0.25860 0.44545 10 0.68067 9 0.22085 0.22085 0.34658 0.25860 11 0.68067 10 0.27162 0.27162 0.22085 0.34658