As we know that the d statistics of Y regress on X is 0.4147,
the estimated p value is (1 - 0.4147 / 2) which is equal to 0.79265.

And then substitute the p value into the Y* and X* by using the command
line, type in "genr ystar = y - (0.79265 * y(-1))" and
"genr xstar = x - (0.79265 * x(-1))"

After that using the "Estimate Equation" from the "Quick" option,
Enter "ystar c xstar", and here are the results:

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