/* takes m genereated by gmml.gpg, puts it in a hj bound */

x = avvwret~avustret;
q = 1|1;
ex = meanc(x);
sig = 1/rows(x)*(x-meanc(x)')'(x-meanc(x)');
sig1 = inv(sig);

emhj = seqb(.99,1.01,.001);
hjbd = zeros(rows(emhj),1);
j = 1;
do while j <= rows(emhj);
    hjbd[j] = ((q-emhj[j]*ex)'sig1*(q-emhj[j]*ex))^(1/2);
    j = j+1;
endo;

rhv = ones(rows(x),1)~x;
bx = m/rhv;
fit = rhv*bx;

graphset;
_Plytpe = 6;
_Pstype = 1|3|1;
_Plctrl = 0|1|1;
px = emhj;
py = hjbd;
px = fill(px,meanc(m)~meanc(fit));
py = fill(py,stdc(m)~stdc(fit));
ytics(0,1,.1,1);
xy(px,py);