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Re: st: RE: Program ADF test with Perron's procedure


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Program ADF test with Perron's procedure
Date   Wed, 3 Oct 2007 11:36:52 -0400

I saw Nick's very complete response after I posted--but I notice one
more thing worth fixing right away: the default for the Lags option
should be 8, not -1, according to the first post.

On 10/3/07, Nick Cox <n.j.cox@durham.ac.uk> wrote:
>
> Here is a hack.
>
> capture program drop adfperron
> * NJC was here
> *! adfperron v1 Nourry 03oct2007
> program adfperron, rclass
>        version 9.2
>        syntax varname(ts) [if] [in] [,Lags(int -1)]
>
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