More testing

[Enrique Pinzon (StataCorp)]

\begin{eqnarray}
t=6 & \quad y_{t-4}, y_{t-3}, y_{t-2}, y_{t-1} \\
t=5 & \quad y_{t-3}, y_{t-2}, y_{t-1} \\
t=4 & \quad y_{t-2}, y_{t-1} \\
t=3 & \quad y_{t-1}
\end{eqnarray}